-32.1%
RIOT vs USB
+40.0%
-72.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.4% |
| 7D | +14.8% | +1.4% | +13.4% | +13.4% |
| 30D | +1.4% | -1.3% | +2.7% | +2.4% |
| 3M | -20.6% | +15.2% | -35.9% | -31.6% |
| 6M | +31.9% | +18.8% | +13.1% | +10.2% |
| YTD | +72.1% | +21.0% | +51.0% | +40.4% |
| 1Y | +65.7% | +34.0% | +31.6% | +21.8% |
| 3Y | +97.5% | +95.3% | +2.1% | +7.6% |
| All | -32.1% | +40.0% | -72.2% | -49.3% |
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