+117.7%
RIOT vs PH
+137.6%
-20.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.1% |
| 7D | +18.4% | 0.0% | +18.4% | +18.6% |
| 30D | +13.8% | -10.3% | +24.1% | +29.2% |
| 3M | -12.7% | +5.1% | -17.8% | -18.0% |
| 6M | +50.1% | +2.3% | +47.8% | +44.8% |
| YTD | +74.2% | +8.7% | +65.5% | +56.3% |
| 1Y | +45.1% | +26.8% | +18.3% | +5.2% |
| All | +117.7% | +137.6% | -20.0% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling