+627.6%
RIOT vs COP
+390.8%
+236.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | +4.8% | +4.4% | +0.4% | +2.9% |
| 30D | +16.0% | 0.0% | +16.1% | +15.0% |
| 3M | -8.8% | +15.0% | -23.8% | -16.0% |
| 6M | -29.7% | +22.0% | -51.7% | -37.9% |
| YTD | +38.3% | +55.3% | -17.1% | +5.6% |
| 1Y | +26.2% | +64.1% | -37.9% | -6.5% |
| 3Y | +79.0% | +34.1% | +44.9% | +44.4% |
| 5Y | -60.4% | +133.4% | -193.7% | -76.6% |
| 10Y | +638.6% | +338.6% | +300.0% | +223.5% |
| All | +627.6% | +390.8% | +236.9% | +207.5% |
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