+2.5%
CMCSA vs RIOT
-27.3%
+29.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.1% |
| 7D | -0.6% | +20.8% | -21.4% | +1.4% |
| 30D | +18.8% | +7.0% | +11.8% | +20.3% |
| 3M | -1.1% | -12.3% | +11.1% | -1.2% |
| 6M | +2.5% | -27.3% | +29.8% | +2.7% |
| All | +2.5% | -27.3% | +29.9% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling