+485.8%
RIOT vs COR
+406.5%
+79.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -1.5% | -2.8% | +1.3% | -1.1% |
| 30D | +5.7% | +2.6% | +3.1% | +5.2% |
| 3M | -17.9% | +14.5% | -32.3% | -20.0% |
| 6M | +45.0% | -7.8% | +52.8% | +46.5% |
| YTD | +69.5% | -4.2% | +73.7% | +69.6% |
| 1Y | +37.2% | +7.0% | +30.2% | +33.5% |
| 3Y | +111.7% | +85.5% | +26.2% | +72.2% |
| 5Y | -27.5% | +181.2% | -208.7% | -47.4% |
| All | +485.8% | +406.5% | +79.3% | +379.9% |
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