-54.5%
RIOT vs OUST
-49.1%
-5.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +14.0% | -0.8% | +7.7% |
| 7D | +30.4% | +17.0% | +13.4% | +22.9% |
| 30D | -9.9% | -16.5% | +6.6% | -3.0% |
| 3M | -21.2% | -23.7% | +2.4% | -13.2% |
| 6M | -29.5% | +18.4% | -47.9% | -41.1% |
| YTD | +31.9% | +60.8% | -28.9% | -3.8% |
| 1Y | -3.6% | +44.2% | -47.8% | -26.7% |
| 3Y | +51.8% | +668.1% | -616.3% | -58.8% |
| All | -54.5% | -49.1% | -5.4% | -31.0% |
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