+816.6%
RIOT vs COPX
+707.0%
+109.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.7% |
| 7D | +18.4% | +6.0% | +12.5% | +12.2% |
| 30D | +13.8% | +6.4% | +7.3% | +7.4% |
| 3M | -12.7% | +19.3% | -32.0% | -26.2% |
| 6M | +50.1% | +16.2% | +33.9% | +30.0% |
| YTD | +74.2% | +33.2% | +41.0% | +32.8% |
| 1Y | +45.1% | +90.2% | -45.1% | -21.5% |
| 3Y | +101.6% | +175.7% | -74.1% | -27.7% |
| 5Y | -29.6% | +193.1% | -222.7% | -74.9% |
| 10Y | +528.1% | +619.4% | -91.3% | +19.3% |
| All | +816.6% | +707.0% | +109.6% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling