+471.6%
RIOT vs URA
+361.2%
+110.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.0% | -1.1% | -1.4% |
| 7D | -0.9% | -1.5% | +0.6% | +0.6% |
| 30D | +3.5% | -0.4% | +3.9% | +3.9% |
| 3M | -13.0% | +6.3% | -19.3% | -16.7% |
| 6M | +43.1% | -14.0% | +57.1% | +65.8% |
| YTD | +65.4% | +5.3% | +60.0% | +62.4% |
| 1Y | +27.7% | +11.7% | +16.1% | +15.8% |
| 3Y | +91.3% | +109.8% | -18.5% | -10.1% |
| 5Y | -29.3% | +108.0% | -137.2% | -65.4% |
| All | +471.6% | +361.2% | +110.4% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling