+471.6%
RIOT vs CHRW
+182.4%
+289.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.7% |
| 7D | -0.9% | +4.4% | -5.3% | -2.9% |
| 30D | +3.5% | +5.5% | -2.0% | +0.6% |
| 3M | -13.0% | -17.3% | +4.3% | -7.9% |
| 6M | +43.1% | -12.7% | +55.8% | +45.7% |
| YTD | +65.4% | -4.1% | +69.5% | +57.5% |
| 1Y | +27.7% | +21.2% | +6.5% | +4.0% |
| 3Y | +91.3% | +88.9% | +2.4% | +12.9% |
| 5Y | -29.3% | +93.1% | -122.4% | -58.1% |
| All | +471.6% | +182.4% | +289.1% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling