+110.3%
RIOT vs CHYM
-23.3%
+133.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | -1.5% | -2.3% | +0.7% | -0.9% |
| 30D | +5.7% | +4.4% | +1.2% | +3.8% |
| 3M | -17.9% | +91.3% | -109.2% | -38.1% |
| 6M | +45.0% | +44.0% | +1.0% | +22.2% |
| YTD | +69.5% | +31.1% | +38.3% | +46.1% |
| 1Y | +37.2% | +37.8% | -0.7% | +12.4% |
| All | +110.3% | -23.3% | +133.5% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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