+816.6%
RIOT vs XHB
+222.4%
+594.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | +0.8% |
| 7D | +18.4% | -1.9% | +20.4% | +21.1% |
| 30D | +13.8% | -8.3% | +22.1% | +25.1% |
| 3M | -12.7% | -7.1% | -5.6% | -5.8% |
| 6M | +50.1% | -5.3% | +55.4% | +60.3% |
| YTD | +74.2% | -3.2% | +77.4% | +79.5% |
| 1Y | +45.1% | -13.9% | +59.0% | +68.8% |
| 3Y | +101.6% | +24.9% | +76.6% | +51.8% |
| 5Y | -29.6% | +34.5% | -64.1% | -47.6% |
| 10Y | +528.1% | +215.5% | +312.7% | +130.8% |
| All | +816.6% | +222.4% | +594.2% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling