+640.5%
RIOT vs CHRW
+129.9%
+510.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.7% |
| 7D | +20.8% | +4.7% | +16.1% | +18.2% |
| 30D | +7.0% | -2.6% | +9.6% | +7.6% |
| 3M | -12.3% | -8.0% | -4.3% | -10.5% |
| 6M | -27.3% | -19.0% | -8.2% | -24.3% |
| YTD | +40.7% | -15.5% | +56.2% | +40.0% |
| 1Y | +15.3% | -10.8% | +26.1% | +11.4% |
| 3Y | +72.1% | +79.8% | -7.7% | +1.2% |
| 5Y | -59.7% | +59.3% | -118.9% | -73.8% |
| 10Y | +651.6% | +129.6% | +522.0% | +342.9% |
| All | +640.5% | +129.9% | +510.6% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling