+374.3%
CSCO vs RIOT
+777.7%
-403.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | -4.7% | +29.0% | -33.6% | -5.9% |
| 30D | -17.1% | +7.1% | -24.2% | -17.5% |
| 3M | -19.6% | -6.8% | -12.8% | -19.7% |
| 6M | +2.4% | -24.9% | +27.3% | +2.9% |
| YTD | +29.8% | +42.7% | -12.9% | +25.9% |
| 1Y | +38.7% | +4.4% | +34.3% | +36.2% |
| 3Y | +101.3% | +74.5% | +26.8% | +87.4% |
| 5Y | +94.8% | -50.5% | +145.3% | +82.3% |
| 10Y | +324.2% | +685.8% | -361.6% | +225.0% |
| All | +374.3% | +777.7% | -403.4% | +267.5% |
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