+353.5%
CSCO vs RIOT
+711.2%
-357.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.2% | -15.2% | -2.6% |
| 7D | -10.2% | +30.4% | -40.6% | -11.4% |
| 30D | -20.1% | -9.9% | -10.2% | -19.9% |
| 3M | -22.1% | -21.2% | -0.8% | -21.5% |
| 6M | +3.2% | -29.5% | +32.7% | +4.0% |
| YTD | +24.1% | +31.9% | -7.8% | +20.8% |
| 1Y | +34.6% | -3.6% | +38.2% | +32.6% |
| 3Y | +90.0% | +51.8% | +38.2% | +77.9% |
| 5Y | +88.6% | -46.9% | +135.5% | +76.1% |
| 10Y | +316.5% | +677.5% | -361.0% | +219.4% |
| All | +353.5% | +711.2% | -357.7% | +252.7% |
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 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