+805.4%
RIOT vs PPL
+46.0%
+759.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +14.8% | +2.7% | +12.1% | +13.3% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | -20.6% | +0.7% | -21.3% | -21.2% |
| 6M | +31.9% | -7.6% | +39.5% | +36.4% |
| YTD | +72.1% | +1.8% | +70.2% | +68.9% |
| 1Y | +65.7% | -0.8% | +66.4% | +65.1% |
| 3Y | +97.5% | +56.9% | +40.6% | +49.4% |
| 5Y | -36.7% | +39.5% | -76.2% | -48.4% |
| 10Y | +550.1% | +55.4% | +494.8% | +364.2% |
| All | +805.4% | +46.0% | +759.4% | +575.6% |
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