+471.6%
RIOT vs CDW
+271.4%
+200.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.2% | -5.2% |
| 7D | -0.9% | -7.4% | +6.5% | +4.4% |
| 30D | +3.5% | +5.8% | -2.3% | -1.7% |
| 3M | -13.0% | +10.8% | -23.8% | -23.1% |
| 6M | +43.1% | +21.5% | +21.6% | +8.7% |
| YTD | +65.4% | +6.4% | +59.0% | +36.7% |
| 1Y | +27.7% | -14.8% | +42.5% | +28.4% |
| 3Y | +91.3% | -29.9% | +121.2% | +133.0% |
| 5Y | -29.3% | -22.9% | -6.4% | -17.5% |
| All | +471.6% | +271.4% | +200.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CDW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling