-46.7%
RIOT vs PL
+84.9%
-131.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | +14.8% | -9.3% | +24.1% | +18.6% |
| 30D | +1.4% | -18.9% | +20.3% | +9.3% |
| 3M | -20.6% | -58.4% | +37.7% | +8.5% |
| 6M | +31.9% | -30.3% | +62.2% | +37.7% |
| YTD | +72.1% | -8.1% | +80.2% | +61.7% |
| 1Y | +65.7% | +180.5% | -114.8% | -9.9% |
| 3Y | +97.5% | +444.1% | -346.7% | -38.9% |
| 5Y | -36.7% | +83.0% | -119.7% | -75.0% |
| All | -46.7% | +84.9% | -131.6% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling