+587.6%
COST vs RIOT
+980.6%
-393.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -3.2% | +25.1% | -28.3% | -3.9% |
| 30D | -4.0% | +8.5% | -12.5% | -4.3% |
| 3M | -6.5% | -13.4% | +6.9% | -6.4% |
| 6M | -8.5% | +57.1% | -65.7% | -10.6% |
| YTD | +6.0% | +75.7% | -69.7% | +2.9% |
| 1Y | -5.8% | +65.6% | -71.4% | -8.7% |
| 3Y | +71.8% | +103.3% | -31.5% | +61.0% |
| 5Y | +106.2% | -26.7% | +133.0% | +91.8% |
| 10Y | +602.0% | +527.2% | +74.9% | +473.5% |
| All | +587.6% | +980.6% | -393.0% | +473.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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