-58.4%
RIOT vs PR
+273.3%
-331.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.2% |
| 7D | +4.8% | +6.0% | -1.1% | +2.4% |
| 30D | +16.0% | -4.2% | +20.2% | +17.0% |
| 3M | -8.8% | +10.0% | -18.8% | -13.8% |
| 6M | -29.7% | +15.6% | -45.3% | -35.8% |
| YTD | +38.3% | +68.2% | -29.9% | +3.9% |
| 1Y | +26.2% | +79.2% | -53.0% | -8.2% |
| 3Y | +79.0% | +94.9% | -15.9% | +24.1% |
| All | -58.4% | +273.3% | -331.7% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling