+85.7%
PEP vs RIOT
+958.3%
-872.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.7% |
| 7D | -1.4% | +14.8% | -16.2% | -1.5% |
| 30D | +0.2% | +1.4% | -1.2% | +0.2% |
| 3M | -1.1% | -20.6% | +19.5% | -1.0% |
| 6M | -13.5% | +31.9% | -45.4% | -14.0% |
| YTD | -1.2% | +72.1% | -73.2% | -2.2% |
| 1Y | -1.6% | +65.7% | -67.2% | -2.6% |
| 3Y | -12.5% | +97.5% | -110.0% | -14.7% |
| 5Y | +3.0% | -36.7% | +39.7% | +0.6% |
| 10Y | +73.9% | +550.1% | -476.2% | +55.3% |
| All | +85.7% | +958.3% | -872.5% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling