-26.7%
RIOT vs XLRE
+8.4%
-35.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.2% |
| 7D | -1.5% | -1.2% | -0.4% | +0.2% |
| 30D | +5.7% | -2.4% | +8.1% | +9.4% |
| 3M | -17.9% | -2.5% | -15.4% | -16.4% |
| 6M | +45.0% | +4.0% | +41.0% | +34.1% |
| YTD | +69.5% | +9.3% | +60.2% | +45.9% |
| 1Y | +37.2% | +5.6% | +31.6% | +24.0% |
| 3Y | +111.7% | +31.3% | +80.5% | +33.3% |
| All | -26.7% | +8.4% | -35.2% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 5y: compounded portfolio wealth divided by compounded XLRE 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…
5y analysis · Full analysis span regression · 6 months rolling