+791.7%
RIOT vs COF
+262.8%
+528.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.0% |
| 7D | -1.5% | -5.1% | +3.6% | +2.5% |
| 30D | +5.7% | -6.0% | +11.7% | +10.3% |
| 3M | -17.9% | +14.8% | -32.7% | -27.1% |
| 6M | +45.0% | +15.3% | +29.6% | +28.7% |
| YTD | +69.5% | -13.0% | +82.5% | +84.7% |
| 1Y | +37.2% | -5.7% | +42.9% | +40.7% |
| 3Y | +111.7% | +118.1% | -6.4% | +25.9% |
| 5Y | -27.5% | +46.2% | -73.7% | -43.0% |
| 10Y | +511.1% | +246.1% | +265.0% | +191.5% |
| All | +791.7% | +262.8% | +528.9% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling