+65.7%
RIOT vs UPS
+27.3%
+38.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +14.8% | -2.9% | +17.7% | +16.1% |
| 30D | +1.4% | -3.5% | +4.9% | +2.7% |
| 3M | -20.6% | -5.7% | -14.9% | -19.9% |
| 6M | +31.9% | -4.4% | +36.3% | +26.9% |
| YTD | +72.1% | +8.0% | +64.0% | +65.7% |
| 1Y | +65.7% | +29.0% | +36.6% | +58.8% |
| All | +65.7% | +27.3% | +38.4% | +58.8% |
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