+106.6%
RIOT vs CHD
+0.5%
+106.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -5.5% |
| 7D | -0.9% | -4.7% | +3.8% | -2.6% |
| 30D | +3.5% | -8.3% | +11.8% | +0.7% |
| 3M | -13.0% | -4.0% | -9.0% | -13.7% |
| 6M | +43.1% | -6.5% | +49.6% | +40.8% |
| YTD | +65.4% | +13.1% | +52.3% | +72.8% |
| 1Y | +27.7% | +2.3% | +25.4% | +31.3% |
| All | +106.6% | +0.5% | +106.1% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling