+33.9%
RIOT vs XLB
+14.1%
+19.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.8% | -3.1% |
| 7D | -0.9% | -3.5% | +2.6% | +5.1% |
| 30D | +3.5% | -4.7% | +8.2% | +11.6% |
| 3M | -13.0% | +2.7% | -15.7% | -19.3% |
| 6M | +43.1% | +2.6% | +40.5% | +35.8% |
| YTD | +65.4% | +12.8% | +52.5% | +40.7% |
| All | +33.9% | +14.1% | +19.8% | +18.6% |
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 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