+360.5%
QCOM vs RIOT
+787.4%
-426.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.6% |
| 7D | +2.0% | +18.9% | -17.0% | +0.3% |
| 30D | +1.2% | +11.0% | -9.8% | 0.0% |
| 3M | +9.1% | -9.7% | +18.8% | +9.4% |
| 6M | -25.0% | -27.9% | +2.9% | -23.6% |
| YTD | +4.8% | +44.3% | -39.4% | -0.6% |
| 1Y | +3.6% | +13.3% | -9.7% | 0.0% |
| 3Y | +51.5% | +76.4% | -25.0% | +33.2% |
| 5Y | +19.7% | -53.8% | +73.5% | +7.2% |
| 10Y | +245.8% | +670.6% | -424.8% | +143.6% |
| All | +360.5% | +787.4% | -426.9% | +222.1% |
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