+594.0%
RIOT vs URI
+1,652.2%
-1,058.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.1% | +12.1% | +12.4% |
| 7D | +30.4% | -9.8% | +40.2% | +39.3% |
| 30D | -9.9% | +1.7% | -11.6% | -11.4% |
| 3M | -21.2% | -9.1% | -12.2% | -16.5% |
| 6M | -29.5% | +9.9% | -39.4% | -34.6% |
| YTD | +31.9% | +31.2% | +0.7% | +4.0% |
| 1Y | -3.6% | +25.9% | -29.6% | -21.5% |
| 3Y | +51.8% | +147.4% | -95.6% | -20.3% |
| 5Y | -46.9% | +179.7% | -226.7% | -73.9% |
| 10Y | +677.5% | +1,419.5% | -742.0% | +54.5% |
| All | +594.0% | +1,652.2% | -1,058.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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