+485.8%
RIOT vs XLB
+163.8%
+321.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +1.9% |
| 7D | -1.5% | -2.8% | +1.3% | +3.1% |
| 30D | +5.7% | -3.1% | +8.8% | +10.7% |
| 3M | -17.9% | -0.2% | -17.7% | -18.7% |
| 6M | +45.0% | +3.1% | +41.9% | +39.0% |
| YTD | +69.5% | +13.3% | +56.2% | +41.4% |
| 1Y | +37.2% | +12.0% | +25.2% | +16.7% |
| 3Y | +111.7% | +31.4% | +80.3% | +46.4% |
| 5Y | -27.5% | +33.9% | -61.4% | -45.2% |
| All | +485.8% | +163.8% | +321.9% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling