-54.5%
RIOT vs USB
+21.6%
-76.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.5% | +13.7% | +13.7% |
| 7D | +30.4% | 0.0% | +30.4% | +30.2% |
| 30D | -9.9% | +5.8% | -15.7% | -15.4% |
| 3M | -21.2% | -6.0% | -15.3% | -17.7% |
| 6M | -29.5% | +7.8% | -37.3% | -36.5% |
| YTD | +31.9% | +14.6% | +17.3% | +12.1% |
| 1Y | -3.6% | +31.8% | -35.4% | -29.0% |
| 3Y | +51.8% | +91.5% | -39.8% | -15.9% |
| All | -54.5% | +21.6% | -76.0% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling