+111.7%
RIOT vs PEG
+31.8%
+79.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | +5.7% | -3.7% | +9.4% | +8.6% |
| 3M | -17.9% | -7.3% | -10.6% | -13.2% |
| 6M | +45.0% | -10.5% | +55.4% | +56.5% |
| YTD | +69.5% | -7.5% | +77.0% | +77.8% |
| 1Y | +37.2% | -8.7% | +45.9% | +45.5% |
| 3Y | +111.7% | +31.4% | +80.4% | +102.9% |
| All | +111.7% | +31.8% | +79.9% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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