+518.4%
RIOT vs PR
+152.6%
+365.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.9% | +11.3% | +12.9% |
| 7D | +30.4% | -16.4% | +46.9% | +34.6% |
| 30D | -9.9% | -1.9% | -8.0% | -9.9% |
| 3M | -21.2% | +8.0% | -29.2% | -22.9% |
| 6M | -29.5% | +4.1% | -33.6% | -30.8% |
| YTD | +31.9% | +58.7% | -26.8% | +18.7% |
| 1Y | -3.6% | +75.8% | -79.5% | -15.1% |
| 3Y | +51.8% | +73.2% | -21.4% | +34.4% |
| 5Y | -46.9% | +230.1% | -277.1% | -58.5% |
| 10Y | +677.5% | +67.4% | +610.1% | +641.5% |
| All | +518.4% | +152.6% | +365.9% | +544.0% |
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