+111.7%
RIOT vs UAL
+130.7%
-19.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +0.2% |
| 7D | -1.5% | -1.4% | -0.1% | -0.6% |
| 30D | +5.7% | -12.2% | +17.9% | +15.7% |
| 3M | -17.9% | -2.5% | -15.4% | -16.4% |
| 6M | +45.0% | +21.1% | +23.9% | +26.2% |
| YTD | +69.5% | -1.8% | +71.2% | +68.4% |
| 1Y | +37.2% | +0.4% | +36.8% | +34.1% |
| 3Y | +111.7% | +130.3% | -18.5% | +18.1% |
| All | +111.7% | +130.7% | -19.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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