+627.6%
RIOT vs COO
+61.2%
+566.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.2% |
| 7D | +4.8% | +0.5% | +4.4% | +4.6% |
| 30D | +16.0% | +14.2% | +1.9% | +4.9% |
| 3M | -8.8% | -18.2% | +9.4% | +2.5% |
| 6M | -29.7% | +5.3% | -35.0% | -36.5% |
| YTD | +38.3% | -23.6% | +61.8% | +60.3% |
| 1Y | +26.2% | -12.7% | +38.9% | +31.4% |
| 3Y | +79.0% | -24.2% | +103.1% | +90.9% |
| 5Y | -60.4% | -40.0% | -20.4% | -46.7% |
| 10Y | +638.6% | +41.6% | +597.0% | +651.3% |
| All | +627.6% | +61.2% | +566.4% | +649.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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