+559.9%
RIOT vs PR
+164.4%
+395.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.8% |
| 7D | +20.8% | +6.7% | +14.1% | +19.4% |
| 30D | +7.0% | -6.1% | +13.1% | +7.8% |
| 3M | -12.3% | +6.9% | -19.1% | -13.9% |
| 6M | -27.3% | +14.6% | -41.9% | -29.9% |
| YTD | +40.7% | +66.1% | -25.4% | +25.5% |
| 1Y | +15.3% | +77.0% | -61.7% | +1.6% |
| 3Y | +72.1% | +93.8% | -21.7% | +49.5% |
| 5Y | -59.7% | +268.2% | -327.9% | -69.0% |
| 10Y | +651.6% | +82.3% | +569.3% | +615.6% |
| All | +559.9% | +164.4% | +395.5% | +581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling