-20.3%
RIOT vs UMAC
+2.9%
-23.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -10.9% | +20.5% | +12.3% |
| 7D | +6.4% | -26.0% | +32.4% | +14.5% |
| 30D | -20.4% | -40.3% | +19.9% | -9.6% |
| 3M | -28.7% | -51.1% | +22.4% | -17.7% |
| 6M | -17.7% | -5.6% | -12.1% | -28.2% |
| YTD | +21.3% | +2.3% | +19.0% | -7.6% |
| 1Y | -20.3% | +7.9% | -28.1% | -41.3% |
| All | -20.3% | +2.9% | -23.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling