+583.9%
RIOT vs USB
+92.8%
+491.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.5% | +13.7% | +13.6% |
| 7D | +30.4% | 0.0% | +30.4% | +30.2% |
| 30D | -9.9% | +5.8% | -15.7% | -14.2% |
| 3M | -21.2% | -6.0% | -15.3% | -18.4% |
| 6M | -29.5% | +7.8% | -37.3% | -34.7% |
| YTD | +31.9% | +14.6% | +17.3% | +17.2% |
| 1Y | -3.6% | +31.8% | -35.4% | -23.0% |
| 3Y | +51.8% | +91.5% | -39.8% | -1.4% |
| 5Y | -46.9% | +22.0% | -69.0% | -54.2% |
| All | +583.9% | +92.8% | +491.0% | +348.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling