-29.6%
RIOT vs PH
+251.4%
-281.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | 0.0% |
| 7D | +18.4% | 0.0% | +18.4% | +18.6% |
| 30D | +13.8% | -10.3% | +24.1% | +29.7% |
| 3M | -12.7% | +5.1% | -17.8% | -18.1% |
| 6M | +50.1% | +2.3% | +47.8% | +44.6% |
| YTD | +74.2% | +8.7% | +65.5% | +55.8% |
| 1Y | +45.1% | +26.8% | +18.3% | +4.7% |
| 3Y | +101.6% | +139.2% | -37.6% | -30.7% |
| 5Y | -29.6% | +251.1% | -280.7% | -84.8% |
| All | -29.6% | +251.4% | -281.0% | -84.8% |
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