+805.4%
RIOT vs USB
+125.5%
+679.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | +14.8% | +1.4% | +13.4% | +13.8% |
| 30D | +1.4% | -1.3% | +2.7% | +2.2% |
| 3M | -20.6% | +15.2% | -35.9% | -28.9% |
| 6M | +31.9% | +18.8% | +13.1% | +15.6% |
| YTD | +72.1% | +21.0% | +51.0% | +48.4% |
| 1Y | +65.7% | +34.0% | +31.6% | +32.5% |
| 3Y | +97.5% | +95.3% | +2.1% | +27.7% |
| 5Y | -36.7% | +40.4% | -77.1% | -49.2% |
| 10Y | +550.1% | +107.3% | +442.8% | +320.1% |
| All | +805.4% | +125.5% | +679.8% | +524.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling