+470.6%
RIOT vs OUST
-60.2%
+530.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.2% | +1.5% |
| 7D | +49.2% | +36.7% | +12.5% | +32.2% |
| 30D | +4.6% | -3.3% | +7.9% | +6.2% |
| 3M | -13.9% | -11.1% | -2.8% | -10.7% |
| 6M | -26.7% | +53.1% | -79.7% | -44.0% |
| YTD | +39.4% | +78.2% | -38.9% | -1.8% |
| 1Y | +3.8% | +50.0% | -46.2% | -21.8% |
| 3Y | +73.0% | +836.2% | -763.2% | -55.2% |
| 5Y | -55.7% | -50.0% | -5.7% | -61.7% |
| All | +470.6% | -60.2% | +530.8% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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