-26.7%
RIOT vs PSX
+362.1%
-388.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -1.5% | +1.7% | -3.2% | -2.1% |
| 30D | +5.7% | +15.6% | -10.0% | -0.7% |
| 3M | -17.9% | +46.5% | -64.3% | -30.6% |
| 6M | +45.0% | +55.0% | -10.0% | +16.7% |
| YTD | +69.5% | +105.3% | -35.8% | +17.1% |
| 1Y | +37.2% | +101.6% | -64.4% | -4.6% |
| 3Y | +111.7% | +134.1% | -22.4% | +35.1% |
| All | -26.7% | +362.1% | -388.9% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 5y: compounded portfolio wealth divided by compounded PSX 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…
5y analysis · Full analysis span regression · 6 months rolling