+73.0%
RIOT vs TOST
+132.0%
-59.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +49.2% | +4.0% | +45.1% | +46.4% |
| 30D | +4.6% | +11.1% | -6.5% | -1.1% |
| 3M | -13.9% | +0.8% | -14.8% | -15.5% |
| 6M | -26.7% | +38.8% | -65.5% | -40.9% |
| YTD | +39.4% | -2.1% | +41.5% | +34.1% |
| 1Y | +3.8% | -6.0% | +9.8% | +2.5% |
| 3Y | +73.0% | +149.8% | -76.8% | -8.5% |
| All | +73.0% | +132.0% | -59.0% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling