-20.3%
RIOT vs PRU
+27.9%
-48.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.6% | +3.0% | +7.2% |
| 7D | +6.4% | +9.8% | -3.4% | +3.2% |
| 30D | -20.4% | +11.6% | -32.0% | -23.3% |
| 3M | -28.7% | +3.7% | -32.4% | -29.7% |
| 6M | -17.7% | +33.0% | -50.7% | -28.4% |
| YTD | +21.3% | +16.6% | +4.7% | +0.1% |
| 1Y | -20.3% | +26.9% | -47.2% | -34.8% |
| All | -20.3% | +27.9% | -48.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling