+824.5%
RIOT vs CHD
+140.3%
+684.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.2% |
| 7D | +25.1% | -2.9% | +28.0% | +25.3% |
| 30D | +8.5% | -6.2% | +14.7% | +8.7% |
| 3M | -13.4% | +1.6% | -14.9% | -13.6% |
| 6M | +57.1% | -3.5% | +60.7% | +57.2% |
| YTD | +75.7% | +16.2% | +59.5% | +73.3% |
| 1Y | +65.6% | +3.4% | +62.2% | +65.0% |
| 3Y | +103.3% | +4.6% | +98.7% | +100.2% |
| 5Y | -26.7% | +21.1% | -47.9% | -30.5% |
| 10Y | +527.2% | +126.5% | +400.6% | +538.2% |
| All | +824.5% | +140.3% | +684.2% | +842.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling