-58.4%
RIOT vs OUST
-53.0%
-5.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 3M | -8.8% | -25.8% | +17.0% | +1.3% |
| 6M | -29.7% | -2.0% | -27.7% | -35.3% |
| YTD | +38.3% | +54.7% | -16.4% | +2.4% |
| 1Y | +26.2% | +48.8% | -22.6% | -5.3% |
| 3Y | +79.0% | +607.8% | -528.9% | -48.9% |
| All | -58.4% | -53.0% | -5.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling