-59.7%
RIOT vs PH
+209.1%
-268.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -0.6% |
| 7D | +20.8% | +7.4% | +13.4% | +11.2% |
| 30D | +7.0% | +0.5% | +6.5% | +6.0% |
| 3M | -12.3% | -10.2% | -2.0% | -0.1% |
| 6M | -27.3% | +8.9% | -36.2% | -35.3% |
| YTD | +40.7% | +9.7% | +31.1% | +24.3% |
| 1Y | +15.3% | +12.8% | +2.5% | -1.8% |
| 3Y | +72.1% | +134.6% | -62.5% | -39.8% |
| 5Y | -59.7% | +204.5% | -264.2% | -91.5% |
| All | -59.7% | +209.1% | -268.7% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling