+805.4%
RIOT vs PH
+915.6%
-110.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | +14.8% | -3.1% | +17.9% | +18.3% |
| 30D | +1.4% | -3.2% | +4.6% | +3.8% |
| 3M | -20.6% | +10.6% | -31.2% | -27.5% |
| 6M | +31.9% | -2.1% | +34.0% | +34.8% |
| YTD | +72.1% | +10.2% | +61.9% | +58.3% |
| 1Y | +65.7% | +28.2% | +37.4% | +31.6% |
| 3Y | +97.5% | +134.9% | -37.4% | -0.4% |
| 5Y | -36.7% | +253.6% | -290.3% | -75.9% |
| 10Y | +550.1% | +804.7% | -254.6% | +19.9% |
| All | +805.4% | +915.6% | -110.2% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling