-20.3%
RIOT vs COR
+5.5%
-25.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.0% | +5.7% | +11.6% |
| 7D | +6.4% | +9.1% | -2.8% | +11.2% |
| 30D | -20.4% | +12.4% | -32.9% | -15.4% |
| 3M | -28.7% | +15.8% | -44.5% | -22.5% |
| 6M | -17.7% | +17.1% | -34.8% | -7.5% |
| YTD | +21.3% | +5.4% | +15.9% | +46.9% |
| 1Y | -20.3% | +3.5% | -23.8% | -4.0% |
| All | -20.3% | +5.5% | -25.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling