-29.3%
RIOT vs CHD
+19.7%
-48.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -5.2% |
| 7D | -0.9% | -4.7% | +3.8% | -1.2% |
| 30D | +3.5% | -8.3% | +11.8% | +3.0% |
| 3M | -13.0% | -4.0% | -9.0% | -13.2% |
| 6M | +43.1% | -6.5% | +49.6% | +42.8% |
| YTD | +65.4% | +13.1% | +52.3% | +64.7% |
| 1Y | +27.7% | +2.3% | +25.4% | +28.1% |
| 3Y | +91.3% | +1.8% | +89.5% | +88.2% |
| 5Y | -29.3% | +20.6% | -49.8% | -26.1% |
| All | -29.3% | +19.7% | -48.9% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling