+805.4%
RIOT vs XLP
+109.0%
+696.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.8% |
| 7D | +14.8% | -1.0% | +15.8% | +15.7% |
| 30D | +1.4% | -0.9% | +2.3% | +1.6% |
| 3M | -20.6% | +3.8% | -24.5% | -25.3% |
| 6M | +31.9% | -1.7% | +33.6% | +30.6% |
| YTD | +72.1% | +10.3% | +61.8% | +52.1% |
| 1Y | +65.7% | +7.8% | +57.9% | +48.9% |
| 3Y | +97.5% | +27.2% | +70.3% | +47.0% |
| 5Y | -36.7% | +32.5% | -69.2% | -53.6% |
| 10Y | +550.1% | +101.8% | +448.4% | +276.9% |
| All | +805.4% | +109.0% | +696.4% | +419.6% |
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