+15.3%
RIOT vs FAST
+38.4%
-23.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +20.8% | +5.0% | +15.8% | +19.6% |
| 30D | +7.0% | +8.6% | -1.6% | +5.1% |
| 3M | -12.3% | +6.9% | -19.2% | -13.7% |
| 6M | -27.3% | +29.6% | -56.8% | -33.6% |
| YTD | +40.7% | +41.4% | -0.7% | +24.4% |
| 1Y | +15.3% | +38.5% | -23.2% | +2.8% |
| All | +15.3% | +38.4% | -23.1% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling