+594.0%
RIOT vs XLP
+124.0%
+470.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.3% | +14.5% | +14.2% |
| 7D | +30.4% | +0.7% | +29.7% | +29.3% |
| 30D | -9.9% | +10.3% | -20.1% | -17.8% |
| 3M | -21.2% | +6.5% | -27.8% | -26.5% |
| 6M | -29.5% | +8.4% | -37.9% | -36.7% |
| YTD | +31.9% | +18.2% | +13.7% | +8.8% |
| 1Y | -3.6% | +22.4% | -26.1% | -23.4% |
| 3Y | +51.8% | +41.9% | +9.9% | +0.9% |
| 5Y | -46.9% | +40.9% | -87.8% | -63.5% |
| 10Y | +677.5% | +128.4% | +549.1% | +313.6% |
| All | +594.0% | +124.0% | +470.0% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling