+706.8%
RIOT vs PR
+169.5%
+537.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.4% |
| 7D | +14.8% | +2.9% | +11.9% | +14.1% |
| 30D | +1.4% | +18.0% | -16.6% | -1.7% |
| 3M | -20.6% | +16.9% | -37.5% | -23.2% |
| 6M | +31.9% | +28.2% | +3.7% | +24.3% |
| YTD | +72.1% | +69.3% | +2.7% | +53.9% |
| 1Y | +65.7% | +69.5% | -3.8% | +47.7% |
| 3Y | +97.5% | +81.7% | +15.8% | +74.2% |
| 5Y | -36.7% | +422.2% | -458.9% | -53.3% |
| 10Y | +550.1% | +110.4% | +439.8% | +523.9% |
| All | +706.8% | +169.5% | +537.3% | +735.5% |
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