+485.8%
RIOT vs UL
+66.7%
+419.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.2% |
| 7D | -1.5% | -3.4% | +1.9% | -0.1% |
| 30D | +5.7% | +0.5% | +5.2% | +5.2% |
| 3M | -17.9% | +7.2% | -25.1% | -21.3% |
| 6M | +45.0% | -3.1% | +48.0% | +45.3% |
| YTD | +69.5% | -2.7% | +72.2% | +68.6% |
| 1Y | +37.2% | -10.2% | +47.4% | +41.3% |
| 3Y | +111.7% | +20.3% | +91.5% | +78.7% |
| 5Y | -27.5% | +19.9% | -47.5% | -39.5% |
| All | +485.8% | +66.7% | +419.1% | +416.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling