+632.4%
RIOT vs FAST
+546.1%
+86.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +20.8% | +5.0% | +15.8% | +16.2% |
| 30D | +7.0% | +8.6% | -1.6% | -0.4% |
| 3M | -12.3% | +6.9% | -19.2% | -17.4% |
| 6M | -27.3% | +29.6% | -56.8% | -42.5% |
| YTD | +40.7% | +41.4% | -0.7% | +2.0% |
| 1Y | +15.3% | +38.5% | -23.2% | -15.0% |
| 3Y | +72.1% | +98.7% | -26.6% | -5.6% |
| 5Y | -59.7% | +108.0% | -167.7% | -78.3% |
| All | +632.4% | +546.1% | +86.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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