+439.9%
RIOT vs OUST
-64.1%
+504.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +14.0% | -0.8% | +7.8% |
| 7D | +30.4% | +17.0% | +13.4% | +23.0% |
| 30D | -9.9% | -16.5% | +6.6% | -3.0% |
| 3M | -21.2% | -23.7% | +2.4% | -13.3% |
| 6M | -29.5% | +18.4% | -47.9% | -40.9% |
| YTD | +31.9% | +60.8% | -28.9% | -3.2% |
| 1Y | -3.6% | +44.2% | -47.8% | -26.3% |
| 3Y | +51.8% | +668.1% | -616.3% | -57.3% |
| 5Y | -46.9% | -48.8% | +1.9% | -54.2% |
| All | +439.9% | -64.1% | +504.0% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling