-35.3%
CMCSA vs RIOT
+104.4%
-139.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.8% | -6.6% |
| 7D | -8.3% | +18.4% | -26.7% | -8.8% |
| 30D | -2.4% | +13.8% | -16.2% | -2.9% |
| 3M | +4.5% | -12.7% | +17.3% | +4.7% |
| 6M | -18.8% | +50.1% | -68.9% | -21.0% |
| YTD | -8.9% | +74.2% | -83.1% | -12.8% |
| 1Y | -18.3% | +45.1% | -63.4% | -21.5% |
| All | -35.3% | +104.4% | -139.6% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling