+484.2%
RIOT vs OUST
-60.6%
+544.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | +29.0% | +31.9% | -2.9% | +15.7% |
| 30D | +7.1% | -4.2% | +11.3% | +9.1% |
| 3M | -6.8% | -9.3% | +2.5% | -4.1% |
| 6M | -24.9% | +51.7% | -76.6% | -42.5% |
| YTD | +42.7% | +76.6% | -33.9% | +0.9% |
| 1Y | +4.4% | +48.9% | -44.5% | -21.1% |
| 3Y | +74.5% | +675.3% | -600.7% | -50.4% |
| 5Y | -50.5% | -44.0% | -6.4% | -58.9% |
| All | +484.2% | -60.6% | +544.8% | +371.7% |
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