-20.3%
RIOT vs UPS
+29.9%
-50.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.7% | +4.9% | +7.8% |
| 7D | +6.4% | +8.2% | -1.9% | +3.2% |
| 30D | -20.4% | +22.7% | -43.2% | -26.4% |
| 3M | -28.7% | +6.4% | -35.1% | -30.2% |
| 6M | -17.7% | +22.6% | -40.3% | -25.5% |
| YTD | +21.3% | +20.7% | +0.6% | +7.9% |
| 1Y | -20.3% | +30.6% | -50.9% | -27.9% |
| All | -20.3% | +29.9% | -50.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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