+425.6%
CSCO vs RIOT
+958.3%
-532.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.4% |
| 7D | -0.7% | +14.8% | -15.5% | -1.4% |
| 30D | -10.1% | +1.4% | -11.5% | -10.3% |
| 3M | -15.7% | -20.6% | +5.0% | -15.2% |
| 6M | +36.3% | +31.9% | +4.4% | +33.5% |
| YTD | +43.8% | +72.1% | -28.2% | +38.7% |
| 1Y | +63.9% | +65.7% | -1.7% | +57.7% |
| 3Y | +104.4% | +97.5% | +6.9% | +89.3% |
| 5Y | +111.4% | -36.7% | +148.0% | +95.9% |
| 10Y | +361.7% | +550.1% | -188.5% | +253.0% |
| All | +425.6% | +958.3% | -532.6% | +305.1% |
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