-50.5%
RIOT vs U
-68.6%
+18.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.4% |
| 7D | +29.0% | +24.4% | +4.6% | +14.9% |
| 30D | +7.1% | +7.4% | -0.3% | +3.0% |
| 3M | -6.8% | +16.8% | -23.6% | -14.8% |
| 6M | -24.9% | +78.8% | -103.7% | -45.6% |
| YTD | +42.7% | +14.0% | +28.7% | +19.6% |
| 1Y | +4.4% | +16.7% | -12.3% | -13.7% |
| 3Y | +74.5% | +86.4% | -11.9% | -2.3% |
| 5Y | -50.5% | -71.5% | +21.0% | -18.8% |
| All | -50.5% | -68.6% | +18.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 5y: compounded portfolio wealth divided by compounded U 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…
5y analysis · Full analysis span regression · 6 months rolling