+4.4%
RIOT vs PR
+67.7%
-63.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.6% |
| 7D | +29.0% | -9.5% | +38.5% | +26.0% |
| 30D | +7.1% | -5.7% | +12.8% | +5.8% |
| 3M | -6.8% | +3.0% | -9.8% | -6.7% |
| 6M | -24.9% | +11.8% | -36.7% | -23.3% |
| YTD | +42.7% | +58.5% | -15.8% | +16.8% |
| 1Y | +4.4% | +69.9% | -65.5% | -19.6% |
| All | +4.4% | +67.7% | -63.3% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling