+37.2%
RIOT vs COF
-4.6%
+41.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | -1.5% | -5.1% | +3.6% | +1.9% |
| 30D | +5.7% | -6.0% | +11.7% | +9.6% |
| 3M | -17.9% | +14.8% | -32.7% | -27.3% |
| 6M | +45.0% | +15.3% | +29.6% | +28.4% |
| YTD | +69.5% | -13.0% | +82.5% | +77.8% |
| 1Y | +37.2% | -5.7% | +42.9% | +36.6% |
| All | +37.2% | -4.6% | +41.7% | +36.6% |
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