-29.6%
RIOT vs XLB
+35.5%
-65.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +1.1% |
| 7D | +18.4% | -2.9% | +21.4% | +25.0% |
| 30D | +13.8% | -3.4% | +17.1% | +20.8% |
| 3M | -12.7% | +1.6% | -14.3% | -16.8% |
| 6M | +50.1% | +3.6% | +46.5% | +40.1% |
| YTD | +74.2% | +14.2% | +59.9% | +36.0% |
| 1Y | +45.1% | +15.6% | +29.5% | +10.5% |
| 3Y | +101.6% | +33.1% | +68.4% | +19.4% |
| 5Y | -29.6% | +35.1% | -64.7% | -50.4% |
| All | -29.6% | +35.5% | -65.1% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling