+65.7%
RIOT vs XLB
+17.4%
+48.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.6% |
| 7D | +14.8% | -1.4% | +16.2% | +17.2% |
| 30D | +1.4% | -0.4% | +1.8% | +1.5% |
| 3M | -20.6% | +2.0% | -22.6% | -23.6% |
| 6M | +31.9% | +1.8% | +30.1% | +27.6% |
| YTD | +72.1% | +16.6% | +55.5% | +47.9% |
| 1Y | +65.7% | +16.9% | +48.7% | +36.3% |
| All | +65.7% | +17.4% | +48.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling