+485.8%
RIOT vs XLY
+220.9%
+264.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +0.8% |
| 7D | -1.5% | -1.7% | +0.2% | +1.7% |
| 30D | +5.7% | -4.2% | +9.8% | +13.6% |
| 3M | -17.9% | -2.7% | -15.2% | -16.5% |
| 6M | +45.0% | -0.6% | +45.6% | +45.0% |
| YTD | +69.5% | -5.0% | +74.5% | +85.4% |
| 1Y | +37.2% | -4.1% | +41.3% | +48.9% |
| 3Y | +111.7% | +33.6% | +78.1% | +36.2% |
| 5Y | -27.5% | +28.7% | -56.2% | -40.7% |
| All | +485.8% | +220.9% | +264.9% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling