+805.4%
RIOT vs PM
+206.5%
+598.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.8% |
| 7D | +14.8% | -4.9% | +19.7% | +16.6% |
| 30D | +1.4% | -3.4% | +4.8% | +2.4% |
| 3M | -20.6% | +5.2% | -25.8% | -23.0% |
| 6M | +31.9% | +3.7% | +28.2% | +27.9% |
| YTD | +72.1% | +15.8% | +56.3% | +60.2% |
| 1Y | +65.7% | +17.4% | +48.3% | +52.3% |
| 3Y | +97.5% | +116.9% | -19.5% | +29.2% |
| 5Y | -36.7% | +117.3% | -154.0% | -59.0% |
| 10Y | +550.1% | +193.8% | +356.4% | +267.3% |
| All | +805.4% | +206.5% | +598.9% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling