+824.5%
RIOT vs UL
+76.4%
+748.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | +25.1% | -1.3% | +26.4% | +25.8% |
| 30D | +8.5% | +0.9% | +7.6% | +7.8% |
| 3M | -13.4% | +14.2% | -27.6% | -19.3% |
| 6M | +57.1% | -3.2% | +60.3% | +57.6% |
| YTD | +75.7% | -0.3% | +76.0% | +73.1% |
| 1Y | +65.6% | -8.8% | +74.4% | +69.1% |
| 3Y | +103.3% | +23.9% | +79.4% | +70.4% |
| 5Y | -26.7% | +21.4% | -48.1% | -38.7% |
| 10Y | +527.2% | +66.7% | +460.5% | +418.1% |
| All | +824.5% | +76.4% | +748.1% | +689.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling