+685.8%
RIOT vs USB
+94.3%
+591.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +3.8% |
| 7D | +49.2% | +0.8% | +48.4% | +48.4% |
| 30D | +4.6% | +6.8% | -2.2% | -0.9% |
| 3M | -13.9% | -3.8% | -10.2% | -12.3% |
| 6M | -26.7% | +11.7% | -38.4% | -33.9% |
| YTD | +39.4% | +17.5% | +21.9% | +21.6% |
| 1Y | +3.8% | +33.8% | -29.9% | -18.0% |
| 3Y | +73.0% | +104.2% | -31.3% | +7.4% |
| 5Y | -55.7% | +26.4% | -82.1% | -62.7% |
| 10Y | +685.8% | +89.2% | +596.6% | +357.0% |
| All | +685.8% | +94.3% | +591.6% | +357.0% |
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