-26.7%
RIOT vs XLU
+42.8%
-69.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -1.5% | -1.6% | +0.1% | -0.1% |
| 30D | +5.7% | -3.3% | +9.0% | +8.8% |
| 3M | -17.9% | -3.2% | -14.7% | -15.5% |
| 6M | +45.0% | -7.0% | +51.9% | +53.3% |
| YTD | +69.5% | +0.6% | +68.8% | +67.6% |
| 1Y | +37.2% | +2.4% | +34.8% | +35.0% |
| 3Y | +111.7% | +46.3% | +65.5% | +60.0% |
| All | -26.7% | +42.8% | -69.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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