+686.4%
RIOT vs CHWY
-43.2%
+729.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.9% |
| 7D | -1.5% | -13.6% | +12.1% | +4.9% |
| 30D | +5.7% | -8.5% | +14.2% | +9.0% |
| 3M | -17.9% | +8.9% | -26.8% | -23.6% |
| 6M | +45.0% | -20.5% | +65.4% | +54.1% |
| YTD | +69.5% | -38.2% | +107.6% | +103.6% |
| 1Y | +37.2% | -43.3% | +80.4% | +70.3% |
| 3Y | +111.7% | -8.5% | +120.3% | +84.3% |
| 5Y | -27.5% | -72.7% | +45.2% | +6.5% |
| All | +686.4% | -43.2% | +729.7% | +733.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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