+79.0%
RIOT vs XLP
+45.4%
+33.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -1.3% |
| 7D | +4.8% | +2.5% | +2.3% | +5.7% |
| 30D | +16.0% | +7.3% | +8.7% | +18.5% |
| 3M | -8.8% | +8.1% | -16.9% | -6.5% |
| 6M | -29.7% | +10.5% | -40.2% | -28.4% |
| YTD | +38.3% | +21.2% | +17.1% | +35.9% |
| 1Y | +26.2% | +22.7% | +3.5% | +23.3% |
| 3Y | +79.0% | +44.8% | +34.2% | +42.9% |
| All | +79.0% | +45.4% | +33.6% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling