-26.7%
RIOT vs XEL
+29.8%
-56.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +5.7% | -3.9% | +9.6% | +7.0% |
| 3M | -17.9% | -2.8% | -15.1% | -17.2% |
| 6M | +45.0% | -5.4% | +50.4% | +47.0% |
| YTD | +69.5% | +3.8% | +65.7% | +66.8% |
| 1Y | +37.2% | +6.8% | +30.4% | +34.6% |
| 3Y | +111.7% | +45.6% | +66.1% | +91.5% |
| All | -26.7% | +29.8% | -56.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling