+471.6%
RIOT vs XRT
+125.1%
+346.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.0% |
| 7D | -0.9% | -3.6% | +2.7% | +3.8% |
| 30D | +3.5% | -6.7% | +10.2% | +12.4% |
| 3M | -13.0% | -1.4% | -11.6% | -13.5% |
| 6M | +43.1% | +1.7% | +41.4% | +38.0% |
| YTD | +65.4% | -1.5% | +66.8% | +67.5% |
| 1Y | +27.7% | -2.5% | +30.2% | +31.2% |
| 3Y | +91.3% | +39.9% | +51.4% | +32.6% |
| 5Y | -29.3% | -2.6% | -26.6% | -16.7% |
| All | +471.6% | +125.1% | +346.5% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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