+466.1%
RIOT vs OUST
-65.5%
+531.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.5% | +6.8% | +1.6% |
| 7D | +4.8% | -3.8% | +8.6% | +6.2% |
| 30D | +16.0% | +5.1% | +11.0% | +14.1% |
| 3M | -8.8% | -25.8% | +17.0% | +1.3% |
| 6M | -29.7% | -2.0% | -27.7% | -35.2% |
| YTD | +38.3% | +54.7% | -16.4% | +2.8% |
| 1Y | +26.2% | +48.8% | -22.6% | -4.9% |
| 3Y | +79.0% | +607.8% | -528.9% | -47.5% |
| 5Y | -60.4% | -52.7% | -7.6% | -65.0% |
| All | +466.1% | -65.5% | +531.6% | +380.6% |
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