+619.6%
RIOT vs COR
+486.2%
+133.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.2% |
| 7D | +4.8% | +7.8% | -3.0% | +3.6% |
| 30D | +16.0% | +7.0% | +9.0% | +14.8% |
| 3M | -8.8% | +16.3% | -25.1% | -11.1% |
| 6M | -29.7% | +41.3% | -71.0% | -34.4% |
| YTD | +38.3% | +7.1% | +31.1% | +35.8% |
| 1Y | +26.2% | -0.8% | +27.0% | +26.3% |
| 3Y | +79.0% | +85.0% | -6.0% | +45.2% |
| 5Y | -60.4% | +203.9% | -264.2% | -72.6% |
| All | +619.6% | +486.2% | +133.4% | +325.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling