+527.2%
RIOT vs FAST
+506.4%
+20.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.5% |
| 7D | +25.1% | +1.3% | +23.8% | +24.0% |
| 30D | +8.5% | -4.7% | +13.2% | +12.9% |
| 3M | -13.4% | +7.9% | -21.3% | -19.7% |
| 6M | +57.1% | +7.4% | +49.7% | +45.4% |
| YTD | +75.7% | +25.1% | +50.6% | +41.8% |
| 1Y | +65.6% | +4.7% | +60.9% | +54.6% |
| 3Y | +103.3% | +94.7% | +8.6% | +14.1% |
| 5Y | -26.7% | +106.8% | -133.5% | -59.4% |
| 10Y | +527.2% | +507.7% | +19.5% | +79.6% |
| All | +527.2% | +506.4% | +20.8% | +79.6% |
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