+21.9%
RIOT vs UMAC
+473.8%
-451.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +4.9% | +2.8% |
| 7D | -1.5% | -3.4% | +1.9% | -1.1% |
| 30D | +5.7% | -15.1% | +20.8% | +6.8% |
| 3M | -17.9% | -10.8% | -7.1% | -18.3% |
| 6M | +45.0% | +15.7% | +29.3% | +34.7% |
| YTD | +69.5% | +80.1% | -10.7% | +49.0% |
| 1Y | +37.2% | +116.7% | -79.5% | +17.7% |
| All | +21.9% | +473.8% | -451.9% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling