+816.6%
RIOT vs PSKY
-76.7%
+893.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +1.2% |
| 7D | +18.4% | -6.8% | +25.3% | +21.6% |
| 30D | +13.8% | +10.2% | +3.5% | +9.3% |
| 3M | -12.7% | +0.3% | -13.0% | -13.8% |
| 6M | +50.1% | -7.8% | +57.9% | +52.7% |
| YTD | +74.2% | -23.0% | +97.2% | +85.8% |
| 1Y | +45.1% | -31.6% | +76.8% | +58.0% |
| 3Y | +101.6% | -21.3% | +122.9% | +86.0% |
| 5Y | -29.6% | -71.5% | +41.9% | -1.9% |
| 10Y | +528.1% | -75.6% | +603.8% | +572.5% |
| All | +816.6% | -76.7% | +893.3% | +897.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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