+86.7%
RIOT vs PTC
+29.2%
+57.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +18.9% | +0.5% | +18.4% | +18.8% |
| 30D | +11.0% | +0.9% | +10.1% | +10.7% |
| 3M | -9.7% | +30.4% | -40.1% | -19.7% |
| 6M | -27.9% | +34.4% | -62.3% | -37.6% |
| YTD | +44.3% | +12.6% | +31.7% | +44.8% |
| 1Y | +13.3% | +10.2% | +3.1% | +16.6% |
| All | +86.7% | +29.2% | +57.5% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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