+21.1%
CMCSA vs RIOT
+958.3%
-937.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -2.1% | +14.8% | -16.9% | -2.6% |
| 30D | +7.0% | +1.4% | +5.6% | +6.8% |
| 3M | +15.1% | -20.6% | +35.7% | +15.5% |
| 6M | -15.4% | +31.9% | -47.2% | -17.0% |
| YTD | -1.9% | +72.1% | -74.0% | -5.2% |
| 1Y | -12.7% | +65.7% | -78.4% | -15.9% |
| 3Y | -31.0% | +97.5% | -128.5% | -35.9% |
| 5Y | -46.1% | -36.7% | -9.4% | -50.0% |
| 10Y | +10.8% | +550.1% | -539.3% | -10.7% |
| All | +21.1% | +958.3% | -937.1% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling