-20.3%
RIOT vs CHD
+30.9%
-51.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.0% | +11.3% |
| 7D | +6.4% | +6.9% | -0.6% | +11.0% |
| 30D | -20.4% | +17.1% | -37.6% | -12.6% |
| 3M | -28.7% | +9.1% | -37.8% | -24.0% |
| 6M | -17.7% | +21.4% | -39.1% | -9.7% |
| YTD | +21.3% | +34.9% | -13.6% | +42.4% |
| 1Y | -20.3% | +31.0% | -51.3% | -7.7% |
| All | -20.3% | +30.9% | -51.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling