+27.7%
RIOT vs CHRW
+23.5%
+4.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.0% |
| 7D | -0.9% | +4.4% | -5.3% | -0.8% |
| 30D | +3.5% | +5.5% | -2.0% | +3.6% |
| 3M | -13.0% | -17.3% | +4.3% | -12.1% |
| 6M | +43.1% | -12.7% | +55.8% | +41.7% |
| YTD | +65.4% | -4.1% | +69.5% | +63.4% |
| 1Y | +27.7% | +21.2% | +6.5% | +36.5% |
| All | +27.7% | +23.5% | +4.3% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling