-22.5%
RIOT vs TOST
-49.0%
+26.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.1% | +3.3% |
| 7D | +25.1% | -0.9% | +26.0% | +25.8% |
| 30D | +8.5% | -3.5% | +11.9% | +9.7% |
| 3M | -13.4% | +38.1% | -51.5% | -31.0% |
| 6M | +57.1% | +9.9% | +47.2% | +40.7% |
| YTD | +75.7% | -6.3% | +81.9% | +71.1% |
| 1Y | +65.6% | -18.3% | +83.9% | +73.9% |
| 3Y | +103.3% | +59.7% | +43.5% | +31.5% |
| All | -22.5% | -49.0% | +26.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TOST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling