+106.6%
RIOT vs UPS
-26.6%
+133.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.8% | -5.5% |
| 7D | -0.9% | -3.4% | +2.5% | +1.1% |
| 30D | +3.5% | -2.7% | +6.3% | +5.2% |
| 3M | -13.0% | -1.6% | -11.4% | -13.3% |
| 6M | +43.1% | +2.3% | +40.8% | +39.1% |
| YTD | +65.4% | +5.6% | +59.8% | +56.2% |
| 1Y | +27.7% | +27.1% | +0.7% | +5.7% |
| All | +106.6% | -26.6% | +133.2% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling