-15.6%
CMCSA vs RIOT
+32.6%
-48.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.3% |
| 7D | -4.9% | -1.5% | -3.4% | -4.9% |
| 30D | -1.1% | +5.7% | -6.7% | -0.6% |
| 3M | +6.6% | -17.9% | +24.4% | +6.6% |
| 6M | -15.5% | +45.0% | -60.4% | -13.6% |
| YTD | -6.7% | +69.5% | -76.1% | -4.2% |
| 1Y | -15.6% | +37.2% | -52.8% | -13.2% |
| All | -15.6% | +32.6% | -48.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 1y: compounded portfolio wealth divided by compounded RIOT 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…
1y analysis · Full analysis span regression · 6 months rolling