+527.2%
RIOT vs XLP
+102.6%
+424.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.7% |
| 7D | +25.1% | -1.4% | +26.6% | +26.6% |
| 30D | +8.5% | -1.3% | +9.8% | +9.0% |
| 3M | -13.4% | +1.8% | -15.2% | -16.9% |
| 6M | +57.1% | -0.8% | +58.0% | +54.0% |
| YTD | +75.7% | +9.5% | +66.2% | +55.7% |
| 1Y | +65.6% | +7.2% | +58.5% | +49.2% |
| 3Y | +103.3% | +27.1% | +76.2% | +49.9% |
| 5Y | -26.7% | +32.0% | -58.8% | -46.7% |
| 10Y | +527.2% | +102.9% | +424.3% | +277.4% |
| All | +527.2% | +102.6% | +424.6% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling