+619.6%
RIOT vs PM
+264.7%
+355.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +16.0% | -3.2% | +19.2% | +16.8% |
| 3M | -8.8% | +6.2% | -15.0% | -11.3% |
| 6M | -29.7% | +7.7% | -37.4% | -32.7% |
| YTD | +38.3% | +27.3% | +11.0% | +24.1% |
| 1Y | +26.2% | +32.8% | -6.5% | +11.2% |
| 3Y | +79.0% | +150.0% | -71.1% | +10.1% |
| 5Y | -60.4% | +164.2% | -224.6% | -76.5% |
| All | +619.6% | +264.7% | +355.0% | +534.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling