+792.2%
RIOT vs VST
+1,175.7%
-383.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +1.4% |
| 7D | +14.8% | +8.9% | +5.9% | +10.2% |
| 30D | +1.4% | +6.2% | -4.8% | -1.5% |
| 3M | -20.6% | -2.7% | -17.9% | -18.8% |
| 6M | +31.9% | -8.4% | +40.2% | +37.9% |
| YTD | +72.1% | -7.2% | +79.3% | +76.7% |
| 1Y | +65.7% | -20.9% | +86.5% | +82.9% |
| 3Y | +97.5% | +384.0% | -286.5% | -17.7% |
| 5Y | -36.7% | +757.1% | -793.8% | -80.1% |
| All | +792.2% | +1,175.7% | -383.5% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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