+111.7%
RIOT vs COR
+84.9%
+26.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.6% |
| 7D | -1.5% | -2.8% | +1.3% | -2.8% |
| 30D | +5.7% | +2.6% | +3.1% | +7.0% |
| 3M | -17.9% | +14.5% | -32.3% | -12.1% |
| 6M | +45.0% | -7.8% | +52.8% | +48.8% |
| YTD | +69.5% | -4.2% | +73.7% | +78.3% |
| 1Y | +37.2% | +7.0% | +30.2% | +51.3% |
| 3Y | +111.7% | +85.5% | +26.2% | +230.4% |
| All | +111.7% | +84.9% | +26.8% | +230.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling