+117.7%
RIOT vs XRT
+40.3%
+77.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | +1.6% |
| 7D | +18.4% | -2.4% | +20.8% | +22.7% |
| 30D | +13.8% | -6.9% | +20.7% | +25.4% |
| 3M | -12.7% | -0.4% | -12.3% | -15.4% |
| 6M | +50.1% | +2.2% | +47.9% | +40.8% |
| YTD | +74.2% | -0.7% | +74.9% | +72.2% |
| 1Y | +45.1% | -2.0% | +47.1% | +46.5% |
| All | +117.7% | +40.3% | +77.3% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling