+485.8%
RIOT vs UMC
+1,863.6%
-1,377.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.9% |
| 7D | -1.5% | +9.0% | -10.5% | -7.2% |
| 30D | +5.7% | +17.2% | -11.6% | -6.0% |
| 3M | -17.9% | +11.4% | -29.3% | -27.5% |
| 6M | +45.0% | +137.5% | -92.5% | -26.6% |
| YTD | +69.5% | +193.1% | -123.7% | -29.8% |
| 1Y | +37.2% | +240.3% | -203.1% | -49.2% |
| 3Y | +111.7% | +262.2% | -150.5% | -27.5% |
| 5Y | -27.5% | +143.1% | -170.6% | -66.1% |
| All | +485.8% | +1,863.6% | -1,377.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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