+485.8%
RIOT vs ROST
+317.9%
+167.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.1% | +1.0% |
| 7D | -1.5% | +0.2% | -1.7% | -1.7% |
| 30D | +5.7% | -6.9% | +12.5% | +10.0% |
| 3M | -17.9% | -3.3% | -14.6% | -17.4% |
| 6M | +45.0% | +9.0% | +35.9% | +34.0% |
| YTD | +69.5% | +28.9% | +40.6% | +40.4% |
| 1Y | +37.2% | +54.0% | -16.8% | +0.6% |
| 3Y | +111.7% | +100.7% | +11.0% | +30.6% |
| 5Y | -27.5% | +116.0% | -143.5% | -58.2% |
| All | +485.8% | +317.9% | +167.9% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling