+594.0%
RIOT vs FAST
+471.9%
+122.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.2% | +13.0% | +13.1% |
| 7D | +30.4% | +2.1% | +28.4% | +28.3% |
| 30D | -9.9% | +6.9% | -16.8% | -15.2% |
| 3M | -21.2% | +4.8% | -26.1% | -24.8% |
| 6M | -29.5% | +19.8% | -49.3% | -40.5% |
| YTD | +31.9% | +34.9% | -3.0% | -0.2% |
| 1Y | -3.6% | +32.8% | -36.4% | -26.2% |
| 3Y | +51.8% | +93.7% | -42.0% | -14.1% |
| 5Y | -46.9% | +105.3% | -152.2% | -70.6% |
| 10Y | +677.5% | +595.4% | +82.2% | +118.7% |
| All | +594.0% | +471.9% | +122.1% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling