+791.7%
RIOT vs XLU
+137.4%
+654.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -1.5% | -1.6% | +0.1% | -0.5% |
| 30D | +5.7% | -3.3% | +9.0% | +7.9% |
| 3M | -17.9% | -3.2% | -14.7% | -16.1% |
| 6M | +45.0% | -7.0% | +51.9% | +51.0% |
| YTD | +69.5% | +0.6% | +68.8% | +68.6% |
| 1Y | +37.2% | +2.4% | +34.8% | +35.9% |
| 3Y | +111.7% | +46.3% | +65.5% | +73.8% |
| 5Y | -27.5% | +44.0% | -71.5% | -39.6% |
| 10Y | +511.1% | +140.1% | +371.0% | +392.3% |
| All | +791.7% | +137.4% | +654.3% | +623.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling