-29.6%
RIOT vs PM
+127.1%
-156.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +18.4% | -1.2% | +19.6% | +18.5% |
| 30D | +13.8% | -0.2% | +13.9% | +13.7% |
| 3M | -12.7% | +4.9% | -17.7% | -13.6% |
| 6M | +50.1% | +9.0% | +41.1% | +46.8% |
| YTD | +74.2% | +17.8% | +56.4% | +69.1% |
| 1Y | +45.1% | +16.8% | +28.3% | +41.0% |
| 3Y | +101.6% | +125.4% | -23.9% | +45.6% |
| 5Y | -29.6% | +128.7% | -158.3% | -45.5% |
| All | -29.6% | +127.1% | -156.7% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling