+805.4%
RIOT vs XLB
+184.5%
+620.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.7% |
| 7D | +14.8% | -1.4% | +16.2% | +17.3% |
| 30D | +1.4% | -0.4% | +1.8% | +1.5% |
| 3M | -20.6% | +2.0% | -22.6% | -23.8% |
| 6M | +31.9% | +1.8% | +30.1% | +29.3% |
| YTD | +72.1% | +16.6% | +55.5% | +37.5% |
| 1Y | +65.7% | +16.9% | +48.7% | +31.2% |
| 3Y | +97.5% | +32.6% | +64.9% | +34.9% |
| 5Y | -36.7% | +35.6% | -72.3% | -53.0% |
| 10Y | +550.1% | +160.0% | +390.1% | +136.1% |
| All | +805.4% | +184.5% | +620.9% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling