+485.8%
RIOT vs PH
+820.2%
-334.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.9% |
| 7D | -1.5% | -1.3% | -0.2% | -0.3% |
| 30D | +5.7% | -11.0% | +16.6% | +17.4% |
| 3M | -17.9% | +5.5% | -23.4% | -21.7% |
| 6M | +45.0% | +1.5% | +43.5% | +43.2% |
| YTD | +69.5% | +8.8% | +60.7% | +57.7% |
| 1Y | +37.2% | +24.5% | +12.7% | +11.8% |
| 3Y | +111.7% | +141.2% | -29.4% | +4.3% |
| 5Y | -27.5% | +256.3% | -283.8% | -72.6% |
| All | +485.8% | +820.2% | -334.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling