+91.6%
RIOT vs PRU
+50.2%
+41.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +4.1% |
| 7D | +14.8% | +1.9% | +12.9% | +13.0% |
| 30D | +1.4% | +2.7% | -1.3% | -1.5% |
| 3M | -20.6% | +19.5% | -40.1% | -35.3% |
| 6M | +31.9% | +26.6% | +5.2% | +0.4% |
| YTD | +72.1% | +12.3% | +59.7% | +48.1% |
| 1Y | +65.7% | +18.0% | +47.6% | +33.0% |
| All | +91.6% | +50.2% | +41.4% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling