+632.4%
RIOT vs PPL
+65.0%
+567.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +20.8% | -2.2% | +23.0% | +22.1% |
| 30D | +7.0% | +1.7% | +5.3% | +5.4% |
| 3M | -12.3% | +0.1% | -12.4% | -12.9% |
| 6M | -27.3% | -1.5% | -25.7% | -27.5% |
| YTD | +40.7% | +3.0% | +37.8% | +36.4% |
| 1Y | +15.3% | -1.4% | +16.8% | +14.5% |
| 3Y | +72.1% | +53.5% | +18.6% | +32.1% |
| 5Y | -59.7% | +46.4% | -106.1% | -67.9% |
| All | +632.4% | +65.0% | +567.4% | +575.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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