-20.3%
RIOT vs ROST
+54.7%
-74.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.1% | +3.5% | +8.0% |
| 7D | +6.4% | +7.8% | -1.4% | +4.5% |
| 30D | -20.4% | +8.6% | -29.0% | -22.2% |
| 3M | -28.7% | -1.9% | -26.8% | -28.2% |
| 6M | -17.7% | +9.1% | -26.9% | -21.4% |
| YTD | +21.3% | +37.2% | -15.9% | +3.1% |
| 1Y | -20.3% | +52.7% | -73.0% | -34.0% |
| All | -20.3% | +54.7% | -74.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling