+117.7%
RIOT vs XLB
+32.2%
+85.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.9% |
| 7D | +18.4% | -2.9% | +21.4% | +24.3% |
| 30D | +13.8% | -3.4% | +17.1% | +20.0% |
| 3M | -12.7% | +1.6% | -14.3% | -16.4% |
| 6M | +50.1% | +3.6% | +46.5% | +41.3% |
| YTD | +74.2% | +14.2% | +59.9% | +40.8% |
| 1Y | +45.1% | +15.6% | +29.5% | +14.9% |
| All | +117.7% | +32.2% | +85.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling