+98.5%
RIOT vs PR
+73.2%
+25.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.9% |
| 7D | +14.8% | +2.9% | +11.9% | +13.1% |
| 30D | +1.4% | +18.0% | -16.6% | -6.3% |
| 3M | -20.6% | +16.9% | -37.5% | -26.8% |
| 6M | +31.9% | +28.2% | +3.7% | +11.0% |
| YTD | +72.1% | +69.3% | +2.7% | +22.4% |
| 1Y | +65.7% | +69.5% | -3.8% | +16.3% |
| All | +98.5% | +73.2% | +25.4% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling