+816.6%
RIOT vs UMC
+1,692.8%
-876.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.8% | -3.5% |
| 7D | +18.4% | +13.6% | +4.8% | +8.5% |
| 30D | +13.8% | +20.8% | -7.0% | -0.6% |
| 3M | -12.7% | +16.1% | -28.9% | -25.0% |
| 6M | +50.1% | +137.3% | -87.2% | -23.0% |
| YTD | +74.2% | +193.8% | -119.6% | -26.7% |
| 1Y | +45.1% | +236.1% | -191.0% | -44.6% |
| 3Y | +101.6% | +267.1% | -165.6% | -30.1% |
| 5Y | -29.6% | +145.3% | -174.9% | -66.8% |
| 10Y | +528.1% | +1,857.3% | -1,329.2% | +47.7% |
| All | +816.6% | +1,692.8% | -876.2% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling