+65.7%
RIOT vs COF
+0.3%
+65.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | +14.8% | +1.8% | +13.0% | +13.6% |
| 30D | +1.4% | -0.6% | +2.0% | +1.4% |
| 3M | -20.6% | +20.3% | -40.9% | -31.8% |
| 6M | +31.9% | +13.0% | +18.9% | +18.9% |
| YTD | +72.1% | -8.3% | +80.4% | +75.2% |
| 1Y | +65.7% | -1.5% | +67.1% | +64.2% |
| All | +65.7% | +0.3% | +65.3% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling