+86.7%
RIOT vs PM
+147.1%
-60.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.4% |
| 7D | +18.9% | -7.1% | +26.0% | +16.8% |
| 30D | +11.0% | -2.8% | +13.8% | +10.7% |
| 3M | -9.7% | +6.3% | -16.0% | -7.9% |
| 6M | -27.9% | +9.6% | -37.5% | -26.0% |
| YTD | +44.3% | +25.6% | +18.7% | +50.7% |
| 1Y | +13.3% | +29.7% | -16.4% | +19.5% |
| All | +86.7% | +147.1% | -60.4% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling