-20.3%
RIOT vs PENG
+120.5%
-140.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -9.1% | +18.7% | +13.8% |
| 7D | +6.4% | -20.5% | +26.8% | +17.5% |
| 30D | -20.4% | -20.4% | -0.1% | -13.1% |
| 3M | -28.7% | -16.4% | -12.3% | -25.1% |
| 6M | -17.7% | +49.2% | -66.9% | -47.6% |
| YTD | +21.3% | +147.2% | -125.9% | -50.0% |
| 1Y | -20.3% | +124.7% | -144.9% | -64.6% |
| All | -20.3% | +120.5% | -140.7% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling