-29.3%
RIOT vs UL
+18.7%
-48.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -4.7% |
| 7D | -0.9% | -4.1% | +3.2% | +0.3% |
| 30D | +3.5% | -1.2% | +4.7% | +3.7% |
| 3M | -13.0% | +6.0% | -19.0% | -15.5% |
| 6M | +43.1% | -5.5% | +48.6% | +44.7% |
| YTD | +65.4% | -3.3% | +68.7% | +65.1% |
| 1Y | +27.7% | -9.8% | +37.5% | +30.7% |
| 3Y | +91.3% | +20.1% | +71.2% | +56.4% |
| 5Y | -29.3% | +19.2% | -48.5% | -47.0% |
| All | -29.3% | +18.7% | -48.0% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling