+685.8%
RIOT vs FAST
+606.6%
+79.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +3.3% |
| 7D | +49.2% | +3.8% | +45.3% | +44.9% |
| 30D | +4.6% | +8.1% | -3.5% | -2.3% |
| 3M | -13.9% | +5.8% | -19.7% | -18.3% |
| 6M | -26.7% | +24.9% | -51.5% | -40.3% |
| YTD | +39.4% | +38.9% | +0.5% | +2.5% |
| 1Y | +3.8% | +36.5% | -32.6% | -22.5% |
| 3Y | +73.0% | +98.1% | -25.2% | -4.8% |
| 5Y | -55.7% | +109.3% | -165.0% | -76.2% |
| 10Y | +685.8% | +547.9% | +137.9% | +176.9% |
| All | +685.8% | +606.6% | +79.2% | +176.9% |
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