+791.7%
RIOT vs PNR
+84.5%
+707.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.7% |
| 7D | -1.5% | -6.0% | +4.5% | +3.8% |
| 30D | +5.7% | -14.0% | +19.6% | +19.4% |
| 3M | -17.9% | -21.7% | +3.8% | -2.2% |
| 6M | +45.0% | -37.3% | +82.2% | +112.3% |
| YTD | +69.5% | -45.1% | +114.6% | +176.9% |
| 1Y | +37.2% | -49.1% | +86.3% | +140.2% |
| 3Y | +111.7% | -14.8% | +126.6% | +135.5% |
| 5Y | -27.5% | -21.0% | -6.5% | -14.0% |
| 10Y | +511.1% | +64.7% | +446.3% | +305.9% |
| All | +791.7% | +84.5% | +707.2% | +514.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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