-26.7%
RIOT vs UPS
-34.8%
+8.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -1.5% | -2.0% | +0.5% | -0.1% |
| 30D | +5.7% | -2.0% | +7.6% | +7.3% |
| 3M | -17.9% | -6.2% | -11.6% | -15.0% |
| 6M | +45.0% | +2.8% | +42.2% | +39.3% |
| YTD | +69.5% | +5.9% | +63.6% | +56.9% |
| 1Y | +37.2% | +26.2% | +10.9% | +7.7% |
| 3Y | +111.7% | -26.0% | +137.7% | +154.7% |
| All | -26.7% | -34.8% | +8.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling