-58.4%
RIOT vs XLB
+28.0%
-86.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.4% |
| 7D | +4.8% | +0.5% | +4.3% | +4.0% |
| 30D | +16.0% | +5.2% | +10.9% | +4.4% |
| 3M | -8.8% | +0.3% | -9.1% | -11.0% |
| 6M | -29.7% | +1.2% | -30.9% | -33.1% |
| YTD | +38.3% | +16.6% | +21.6% | +2.9% |
| 1Y | +26.2% | +21.4% | +4.8% | -13.1% |
| 3Y | +79.0% | +43.2% | +35.7% | -8.8% |
| All | -58.4% | +28.0% | -86.4% | -71.2% |
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 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