+114.0%
CSCO vs RIOT
-30.6%
+144.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -0.5% | +25.1% | -25.6% | -2.3% |
| 30D | -10.1% | +8.5% | -18.6% | -10.8% |
| 3M | -11.7% | -13.4% | +1.6% | -11.4% |
| 6M | +40.1% | +57.1% | -17.1% | +33.7% |
| YTD | +43.8% | +75.7% | -31.9% | +35.3% |
| 1Y | +66.6% | +65.6% | +1.0% | +56.1% |
| 3Y | +108.5% | +103.3% | +5.2% | +82.2% |
| 5Y | +114.0% | -26.7% | +140.7% | +82.0% |
| All | +114.0% | -30.6% | +144.6% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling