-4.6%
PEP vs RIOT
+26.9%
-31.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.1% |
| 7D | +6.7% | +7.4% | -0.8% | +7.0% |
| 30D | +13.5% | -22.0% | +35.6% | +13.1% |
| 3M | +3.9% | -31.3% | +35.3% | +3.4% |
| 6M | -6.0% | -27.5% | +21.5% | -6.3% |
| YTD | +2.5% | +16.5% | -14.0% | +2.7% |
| 1Y | +3.9% | -22.2% | +26.1% | +3.8% |
| All | -4.6% | +26.9% | -31.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling