+633.5%
RIOT vs UAL
+100.9%
+532.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +2.1% |
| 7D | +49.2% | +10.2% | +39.0% | +41.9% |
| 30D | +4.6% | +12.0% | -7.4% | -1.4% |
| 3M | -13.9% | -7.1% | -6.9% | -10.5% |
| 6M | -26.7% | +20.9% | -47.5% | -33.6% |
| YTD | +39.4% | +7.7% | +31.7% | +33.9% |
| 1Y | +3.8% | +23.6% | -19.7% | -7.2% |
| 3Y | +73.0% | +222.6% | -149.6% | -2.4% |
| 5Y | -55.7% | +127.9% | -183.6% | -70.7% |
| 10Y | +685.8% | +100.2% | +585.6% | +412.9% |
| All | +633.5% | +100.9% | +532.6% | +373.0% |
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