+159.9%
KO vs RIOT
+971.4%
-811.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | -0.8% | +18.4% | -19.2% | -0.9% |
| 30D | +0.8% | +13.8% | -13.0% | +0.7% |
| 3M | +8.3% | -12.7% | +21.1% | +8.4% |
| 6M | +14.0% | +50.1% | -36.1% | +13.5% |
| YTD | +26.9% | +74.2% | -47.3% | +26.0% |
| 1Y | +32.7% | +45.1% | -12.4% | +31.8% |
| 3Y | +63.9% | +101.6% | -37.6% | +60.7% |
| 5Y | +81.7% | -29.6% | +111.3% | +77.8% |
| 10Y | +183.0% | +528.1% | -345.1% | +157.1% |
| All | +159.9% | +971.4% | -811.5% | +137.3% |
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