-24.1%
RIOT vs TOST
-48.0%
+23.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.1% |
| 7D | +14.8% | -3.4% | +18.2% | +17.2% |
| 30D | +1.4% | -2.4% | +3.8% | +2.0% |
| 3M | -20.6% | +34.6% | -55.3% | -35.7% |
| 6M | +31.9% | +15.2% | +16.7% | +14.5% |
| YTD | +72.1% | -4.4% | +76.5% | +65.6% |
| 1Y | +65.7% | -17.4% | +83.1% | +72.9% |
| 3Y | +97.5% | +54.5% | +43.0% | +30.7% |
| All | -24.1% | -48.0% | +23.9% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling