+805.4%
RIOT vs CHRW
+152.5%
+652.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | +14.8% | -1.4% | +16.2% | +15.6% |
| 30D | +1.4% | -3.5% | +4.9% | +2.7% |
| 3M | -20.6% | -19.4% | -1.2% | -14.9% |
| 6M | +31.9% | -21.4% | +53.3% | +42.2% |
| YTD | +72.1% | -7.1% | +79.2% | +66.6% |
| 1Y | +65.7% | +17.8% | +47.8% | +37.1% |
| 3Y | +97.5% | +78.8% | +18.7% | +21.1% |
| 5Y | -36.7% | +83.5% | -120.2% | -61.1% |
| 10Y | +550.1% | +160.2% | +389.9% | +273.1% |
| All | +805.4% | +152.5% | +652.9% | +428.8% |
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