-29.5%
RIOT vs PRU
+20.0%
-49.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.6% | +15.8% | +13.0% |
| 7D | +30.4% | +2.4% | +28.0% | +31.3% |
| 30D | -9.9% | +6.1% | -16.0% | -8.2% |
| 3M | -21.2% | -0.7% | -20.5% | -21.7% |
| 6M | -29.5% | +22.1% | -51.6% | -19.8% |
| All | -29.5% | +20.0% | -49.5% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling