+650.9%
RIOT vs XLP
+136.8%
+514.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +18.9% | -0.5% | +19.5% | +19.3% |
| 30D | +11.0% | +8.3% | +2.6% | +3.1% |
| 3M | -9.7% | +8.7% | -18.4% | -17.0% |
| 6M | -27.9% | +11.2% | -39.0% | -36.5% |
| YTD | +44.3% | +20.0% | +24.3% | +17.6% |
| 1Y | +13.3% | +21.3% | -8.1% | -8.8% |
| 3Y | +76.4% | +43.8% | +32.6% | +15.7% |
| 5Y | -53.8% | +43.3% | -97.1% | -68.6% |
| All | +650.9% | +136.8% | +514.1% | +515.7% |
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