+98.5%
RIOT vs OUST
+554.0%
-455.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.6% |
| 7D | +14.8% | +5.2% | +9.6% | +13.1% |
| 30D | +1.4% | -19.3% | +20.7% | +8.3% |
| 3M | -20.6% | -22.6% | +2.0% | -18.1% |
| 6M | +31.9% | +62.8% | -30.9% | +1.3% |
| YTD | +72.1% | +68.3% | +3.7% | +30.1% |
| 1Y | +65.7% | +28.5% | +37.1% | +34.0% |
| All | +98.5% | +554.0% | -455.5% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling