-26.7%
RIOT vs UAL
+131.8%
-158.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +4.2% |
| 7D | +25.1% | +3.5% | +21.7% | +22.0% |
| 30D | +8.5% | -16.5% | +24.9% | +23.5% |
| 3M | -13.4% | +2.8% | -16.1% | -15.3% |
| 6M | +57.1% | +17.6% | +39.6% | +39.1% |
| YTD | +75.7% | -3.2% | +78.9% | +76.6% |
| 1Y | +65.6% | +0.4% | +65.2% | +61.6% |
| 3Y | +103.3% | +128.2% | -24.9% | +3.0% |
| 5Y | -26.7% | +137.7% | -164.5% | -64.5% |
| All | -26.7% | +131.8% | -158.5% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling