+331.4%
QCOM vs RIOT
+711.2%
-379.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +13.2% | -7.7% | +4.3% |
| 7D | +0.4% | +30.4% | -30.1% | -2.2% |
| 30D | -6.6% | -9.9% | +3.3% | -6.0% |
| 3M | +3.7% | -21.2% | +24.9% | +5.2% |
| 6M | -13.3% | -29.5% | +16.2% | -11.5% |
| YTD | -1.8% | +31.9% | -33.7% | -6.1% |
| 1Y | -2.5% | -3.6% | +1.1% | -4.5% |
| 3Y | +47.0% | +51.8% | -4.8% | +31.0% |
| 5Y | +13.1% | -46.9% | +60.0% | +0.8% |
| 10Y | +224.7% | +677.5% | -452.8% | +129.8% |
| All | +331.4% | +711.2% | -379.8% | +204.3% |
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