+770.1%
RIOT vs PPG
+14.3%
+755.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -3.6% |
| 7D | -0.9% | -5.1% | +4.2% | +3.1% |
| 30D | +3.5% | -9.6% | +13.1% | +11.5% |
| 3M | -13.0% | -6.4% | -6.6% | -9.0% |
| 6M | +43.1% | +0.5% | +42.6% | +42.7% |
| YTD | +65.4% | +4.4% | +60.9% | +58.5% |
| 1Y | +27.7% | -0.9% | +28.6% | +26.0% |
| 3Y | +91.3% | -17.0% | +108.3% | +114.1% |
| 5Y | -29.3% | -23.7% | -5.6% | -15.4% |
| 10Y | +496.3% | +25.9% | +470.4% | +374.5% |
| All | +770.1% | +14.3% | +755.8% | +622.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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