-26.7%
RIOT vs XHB
+33.0%
-59.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +0.4% |
| 7D | -1.5% | -4.6% | +3.1% | +4.7% |
| 30D | +5.7% | -9.1% | +14.8% | +19.3% |
| 3M | -17.9% | -8.6% | -9.3% | -8.9% |
| 6M | +45.0% | -4.0% | +49.0% | +52.9% |
| YTD | +69.5% | -3.9% | +73.4% | +75.4% |
| 1Y | +37.2% | -16.5% | +53.7% | +69.8% |
| 3Y | +111.7% | +22.6% | +89.2% | +39.2% |
| All | -26.7% | +33.0% | -59.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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