+805.4%
RIOT vs COP
+363.1%
+442.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.6% |
| 7D | +14.8% | +3.0% | +11.8% | +13.1% |
| 30D | +1.4% | +17.5% | -16.1% | -6.1% |
| 3M | -20.6% | +13.4% | -34.0% | -26.0% |
| 6M | +31.9% | +17.7% | +14.1% | +17.5% |
| YTD | +72.1% | +46.6% | +25.5% | +37.1% |
| 1Y | +65.7% | +44.6% | +21.0% | +32.4% |
| 3Y | +97.5% | +20.7% | +76.8% | +69.8% |
| 5Y | -36.7% | +185.0% | -221.7% | -65.9% |
| 10Y | +550.1% | +347.0% | +203.2% | +186.3% |
| All | +805.4% | +363.1% | +442.3% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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