+2.0%
RIOT vs XLP
+22.1%
-20.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +6.8% |
| 7D | +49.2% | +0.1% | +49.1% | +48.9% |
| 30D | +4.6% | +8.9% | -4.4% | +16.2% |
| 3M | -13.9% | +7.5% | -21.4% | -5.2% |
| 6M | -26.7% | +9.4% | -36.1% | -18.6% |
| YTD | +39.4% | +19.3% | +20.1% | +60.2% |
| All | +2.0% | +22.1% | -20.1% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling