+816.6%
RIOT vs ROST
+327.6%
+489.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.3% |
| 7D | +18.4% | -2.2% | +20.7% | +20.1% |
| 30D | +13.8% | -11.4% | +25.2% | +22.0% |
| 3M | -12.7% | -1.6% | -11.1% | -13.2% |
| 6M | +50.1% | +6.8% | +43.3% | +40.9% |
| YTD | +74.2% | +25.8% | +48.4% | +47.3% |
| 1Y | +45.1% | +52.4% | -7.3% | +7.9% |
| 3Y | +101.6% | +94.4% | +7.2% | +28.6% |
| 5Y | -29.6% | +108.2% | -137.8% | -57.8% |
| 10Y | +528.1% | +308.5% | +219.6% | +218.2% |
| All | +816.6% | +327.6% | +489.0% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling