-29.3%
RIOT vs COR
+179.1%
-208.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -5.1% |
| 7D | -0.9% | -4.8% | +3.9% | -1.2% |
| 30D | +3.5% | -3.7% | +7.2% | +3.3% |
| 3M | -13.0% | +14.3% | -27.3% | -12.7% |
| 6M | +43.1% | -8.5% | +51.6% | +47.7% |
| YTD | +65.4% | -4.4% | +69.8% | +70.0% |
| 1Y | +27.7% | +9.1% | +18.6% | +27.9% |
| 3Y | +91.3% | +85.2% | +6.1% | +42.9% |
| 5Y | -29.3% | +180.7% | -209.9% | -60.3% |
| All | -29.3% | +179.1% | -208.4% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling