+485.8%
RIOT vs COPX
+583.8%
-98.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -1.5% | -2.3% | +0.8% | +0.5% |
| 30D | +5.7% | +0.3% | +5.4% | +5.4% |
| 3M | -17.9% | +6.8% | -24.7% | -23.3% |
| 6M | +45.0% | +7.9% | +37.0% | +34.1% |
| YTD | +69.5% | +23.7% | +45.7% | +37.3% |
| 1Y | +37.2% | +71.5% | -34.3% | -19.4% |
| 3Y | +111.7% | +149.1% | -37.4% | -18.7% |
| 5Y | -27.5% | +167.3% | -194.8% | -72.8% |
| All | +485.8% | +583.8% | -98.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling