+594.0%
RIOT vs PPL
+50.1%
+543.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.6% | +13.8% | +13.5% |
| 7D | +30.4% | +0.4% | +30.0% | +29.9% |
| 30D | -9.9% | +5.4% | -15.3% | -12.9% |
| 3M | -21.2% | +4.3% | -25.5% | -23.4% |
| 6M | -29.5% | -1.3% | -28.2% | -29.8% |
| YTD | +31.9% | +4.7% | +27.2% | +26.7% |
| 1Y | -3.6% | +1.3% | -4.9% | -5.7% |
| 3Y | +51.8% | +57.2% | -5.5% | +14.4% |
| 5Y | -46.9% | +48.2% | -95.2% | -58.3% |
| 10Y | +677.5% | +62.7% | +614.8% | +435.1% |
| All | +594.0% | +50.1% | +543.9% | +407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling