+640.5%
RIOT vs COO
+60.0%
+580.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.7% |
| 7D | +20.8% | -2.1% | +22.9% | +22.4% |
| 30D | +7.0% | +13.9% | -7.0% | -3.2% |
| 3M | -12.3% | -18.9% | +6.7% | -0.8% |
| 6M | -27.3% | +3.7% | -31.0% | -33.6% |
| YTD | +40.7% | -24.1% | +64.8% | +64.0% |
| 1Y | +15.3% | -14.2% | +29.5% | +21.7% |
| 3Y | +72.1% | -24.5% | +96.6% | +83.8% |
| 5Y | -59.7% | -40.4% | -19.2% | -45.5% |
| 10Y | +651.6% | +40.5% | +611.1% | +668.5% |
| All | +640.5% | +60.0% | +580.5% | +667.1% |
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