+91.3%
PEP vs RIOT
+747.2%
-655.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -0.3% | +20.8% | -21.1% | -0.5% |
| 30D | +11.8% | +7.0% | +4.8% | +11.7% |
| 3M | +3.7% | -12.3% | +15.9% | +3.7% |
| 6M | -4.3% | -27.3% | +22.9% | -4.2% |
| YTD | +2.1% | +40.7% | -38.6% | +1.3% |
| 1Y | +2.5% | +15.3% | -12.8% | +1.8% |
| 3Y | -5.0% | +72.1% | -77.1% | -7.3% |
| 5Y | +2.9% | -59.7% | +62.5% | +1.0% |
| All | +91.3% | +747.2% | -655.9% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 10y: compounded portfolio wealth divided by compounded RIOT 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…
10y analysis · Full analysis span regression · 6 months rolling