+37.2%
RIOT vs UPS
+29.6%
+7.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -1.5% | -2.0% | +0.5% | -0.8% |
| 30D | +5.7% | -2.0% | +7.6% | +6.5% |
| 3M | -17.9% | -6.2% | -11.6% | -16.9% |
| 6M | +45.0% | +2.8% | +42.2% | +39.9% |
| YTD | +69.5% | +5.9% | +63.6% | +63.1% |
| 1Y | +37.2% | +26.2% | +10.9% | +28.1% |
| All | +37.2% | +29.6% | +7.5% | +28.1% |
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