-20.3%
RIOT vs PM
+48.8%
-69.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.1% | +10.1% |
| 7D | +6.4% | +4.3% | +2.1% | +7.9% |
| 30D | -20.4% | +11.5% | -31.9% | -17.7% |
| 3M | -28.7% | +13.0% | -41.7% | -25.9% |
| 6M | -17.7% | +25.9% | -43.6% | -17.2% |
| YTD | +21.3% | +34.0% | -12.7% | +26.2% |
| 1Y | -20.3% | +46.9% | -67.1% | -13.2% |
| All | -20.3% | +48.8% | -69.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling