+13.4%
RIOT vs USAR
+58.5%
-45.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.0% | +0.9% | -4.3% |
| 7D | -0.9% | -9.3% | +8.4% | +0.3% |
| 30D | +3.5% | -15.2% | +18.7% | +5.4% |
| 3M | -13.0% | -21.1% | +8.1% | -11.0% |
| 6M | +43.1% | -21.6% | +64.7% | +46.0% |
| YTD | +65.4% | +34.8% | +30.6% | +64.0% |
| 1Y | +27.7% | +15.6% | +12.1% | +29.7% |
| 3Y | +91.3% | +57.7% | +33.6% | +61.3% |
| All | +13.4% | +58.5% | -45.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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