+805.4%
RIOT vs CIEN
+1,613.8%
-808.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | +14.8% | -15.2% | +30.0% | +24.5% |
| 30D | +1.4% | -21.5% | +22.9% | +13.7% |
| 3M | -20.6% | -40.1% | +19.4% | +3.6% |
| 6M | +31.9% | -6.6% | +38.4% | +29.3% |
| YTD | +72.1% | +37.3% | +34.8% | +34.2% |
| 1Y | +65.7% | +174.5% | -108.9% | -13.3% |
| 3Y | +97.5% | +562.3% | -464.8% | -39.1% |
| 5Y | -36.7% | +463.9% | -500.6% | -78.7% |
| 10Y | +550.1% | +1,302.4% | -752.2% | +70.7% |
| All | +805.4% | +1,613.8% | -808.4% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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