+685.8%
RIOT vs PR
+66.7%
+619.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.7% | +5.9% |
| 7D | +49.2% | -12.4% | +61.5% | +52.6% |
| 30D | +4.6% | -6.6% | +11.1% | +5.5% |
| 3M | -13.9% | +7.5% | -21.4% | -15.7% |
| 6M | -26.7% | +10.8% | -37.4% | -28.9% |
| YTD | +39.4% | +57.0% | -17.6% | +25.4% |
| 1Y | +3.8% | +67.9% | -64.1% | -7.9% |
| 3Y | +73.0% | +87.6% | -14.6% | +50.9% |
| 5Y | -55.7% | +220.4% | -276.1% | -65.3% |
| 10Y | +685.8% | +64.8% | +621.0% | +733.6% |
| All | +685.8% | +66.7% | +619.1% | +733.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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