-20.3%
RIOT vs USB
+36.4%
-56.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +8.8% |
| 7D | +6.4% | +2.4% | +4.0% | +5.2% |
| 30D | -20.4% | +6.6% | -27.0% | -23.1% |
| 3M | -28.7% | -4.1% | -24.6% | -27.0% |
| 6M | -17.7% | +12.5% | -30.2% | -24.6% |
| YTD | +21.3% | +17.6% | +3.7% | +6.7% |
| 1Y | -20.3% | +36.5% | -56.8% | -35.8% |
| All | -20.3% | +36.4% | -56.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling