+805.4%
RIOT vs COR
+412.8%
+392.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.4% |
| 7D | +14.8% | +2.8% | +12.0% | +14.3% |
| 30D | +1.4% | +4.5% | -3.1% | +0.6% |
| 3M | -20.6% | +22.7% | -43.3% | -23.6% |
| 6M | +31.9% | -9.7% | +41.6% | +34.2% |
| YTD | +72.1% | -1.4% | +73.5% | +71.4% |
| 1Y | +65.7% | +13.9% | +51.7% | +59.2% |
| 3Y | +97.5% | +94.0% | +3.5% | +59.6% |
| 5Y | -36.7% | +184.0% | -220.7% | -53.9% |
| 10Y | +550.1% | +406.8% | +143.4% | +332.2% |
| All | +805.4% | +412.8% | +392.6% | +466.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling