+79.0%
RIOT vs TOST
+146.3%
-67.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -3.4% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +16.0% | +16.2% | -0.2% | +7.0% |
| 3M | -8.8% | -1.5% | -7.3% | -9.1% |
| 6M | -29.7% | +55.3% | -85.0% | -46.7% |
| YTD | +38.3% | -2.3% | +40.6% | +33.1% |
| 1Y | +26.2% | -5.5% | +31.8% | +23.8% |
| 3Y | +79.0% | +151.1% | -72.2% | 0.0% |
| All | +79.0% | +146.3% | -67.3% | 0.0% |
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 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