+462.6%
RIOT vs PENG
+661.7%
-199.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.3% | -3.6% | +1.8% |
| 7D | +49.2% | -3.8% | +52.9% | +49.4% |
| 30D | +4.6% | -40.1% | +44.7% | +27.4% |
| 3M | -13.9% | -21.8% | +7.8% | -8.1% |
| 6M | -26.7% | +3.3% | -30.0% | -34.4% |
| YTD | +39.4% | +133.6% | -94.3% | -12.5% |
| 1Y | +3.8% | +110.7% | -106.9% | -31.8% |
| 3Y | +73.0% | +204.3% | -131.3% | -10.4% |
| 5Y | -55.7% | +54.4% | -110.1% | -71.8% |
| All | +462.6% | +661.7% | -199.1% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling