+111.7%
RIOT vs COF
+116.3%
-4.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +1.9% |
| 7D | -1.5% | -5.1% | +3.6% | +3.9% |
| 30D | +5.7% | -6.0% | +11.7% | +11.8% |
| 3M | -17.9% | +14.8% | -32.7% | -30.7% |
| 6M | +45.0% | +15.3% | +29.6% | +21.9% |
| YTD | +69.5% | -13.0% | +82.5% | +89.7% |
| 1Y | +37.2% | -5.7% | +42.9% | +39.5% |
| 3Y | +111.7% | +118.1% | -6.4% | +19.3% |
| All | +111.7% | +116.3% | -4.6% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling