+824.5%
RIOT vs UPS
+42.5%
+782.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.1% |
| 7D | +25.1% | -2.1% | +27.2% | +26.6% |
| 30D | +8.5% | -2.3% | +10.8% | +9.9% |
| 3M | -13.4% | -5.2% | -8.1% | -11.4% |
| 6M | +57.1% | +1.4% | +55.7% | +54.5% |
| YTD | +75.7% | +6.1% | +69.6% | +67.3% |
| 1Y | +65.6% | +27.0% | +38.6% | +40.5% |
| 3Y | +103.3% | -25.9% | +129.2% | +131.6% |
| 5Y | -26.7% | -34.6% | +7.8% | -8.5% |
| 10Y | +527.2% | +36.2% | +491.0% | +442.4% |
| All | +824.5% | +42.5% | +782.0% | +673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling