-56.8%
RIOT vs PL
+46.6%
-103.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.5% | -8.8% | 0.0% |
| 7D | +49.2% | +10.9% | +38.3% | +42.8% |
| 30D | +4.6% | -16.4% | +20.9% | +12.2% |
| 3M | -13.9% | -39.9% | +26.0% | +3.9% |
| 6M | -26.7% | -63.2% | +36.5% | +3.6% |
| YTD | +39.4% | -27.1% | +66.5% | +42.6% |
| 1Y | +3.8% | +12.2% | -8.4% | -13.2% |
| 3Y | +73.0% | +584.3% | -511.3% | -54.7% |
| 5Y | -55.7% | +37.0% | -92.7% | -80.5% |
| All | -56.8% | +46.6% | -103.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling