+43.1%
RIOT vs COF
+11.6%
+31.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -4.0% |
| 7D | -0.9% | -6.1% | +5.2% | +2.7% |
| 30D | +3.5% | -5.2% | +8.7% | +6.0% |
| 3M | -13.0% | +17.0% | -30.0% | -26.6% |
| 6M | +43.1% | +12.9% | +30.2% | +23.5% |
| All | +43.1% | +11.6% | +31.5% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling