+86.7%
RIOT vs OUST
+692.9%
-606.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +18.9% | +14.0% | +5.0% | +13.6% |
| 30D | +11.0% | +2.5% | +8.4% | +10.2% |
| 3M | -9.7% | -15.3% | +5.6% | -5.3% |
| 6M | -27.9% | +42.6% | -70.5% | -41.5% |
| YTD | +44.3% | +76.6% | -32.3% | +6.4% |
| 1Y | +13.3% | +54.1% | -40.8% | -12.6% |
| All | +86.7% | +692.9% | -606.2% | -29.2% |
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 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