+805.4%
RIOT vs UAL
+85.9%
+719.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +1.8% |
| 7D | +14.8% | +0.7% | +14.1% | +14.5% |
| 30D | +1.4% | -16.1% | +17.5% | +11.1% |
| 3M | -20.6% | +6.1% | -26.8% | -23.0% |
| 6M | +31.9% | +10.8% | +21.0% | +25.8% |
| YTD | +72.1% | -0.4% | +72.5% | +71.9% |
| 1Y | +65.7% | +5.0% | +60.6% | +61.3% |
| 3Y | +97.5% | +124.0% | -26.6% | +31.7% |
| 5Y | -36.7% | +141.0% | -177.7% | -58.8% |
| 10Y | +550.1% | +118.0% | +432.1% | +321.4% |
| All | +805.4% | +85.9% | +719.5% | +507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling