+37.2%
RIOT vs PH
+25.3%
+11.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.0% |
| 7D | -1.5% | -1.3% | -0.2% | -0.4% |
| 30D | +5.7% | -11.0% | +16.6% | +16.3% |
| 3M | -17.9% | +5.5% | -23.4% | -21.4% |
| 6M | +45.0% | +1.5% | +43.5% | +42.4% |
| YTD | +69.5% | +8.8% | +60.7% | +64.5% |
| 1Y | +37.2% | +24.5% | +12.7% | +24.3% |
| All | +37.2% | +25.3% | +11.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling