+627.6%
RIOT vs XRT
+129.9%
+497.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -2.3% |
| 7D | +4.8% | +1.7% | +3.1% | +2.7% |
| 30D | +16.0% | +7.5% | +8.5% | +4.3% |
| 3M | -8.8% | +2.2% | -11.0% | -13.4% |
| 6M | -29.7% | +14.7% | -44.4% | -43.3% |
| YTD | +38.3% | +7.5% | +30.8% | +23.1% |
| 1Y | +26.2% | +14.1% | +12.1% | +3.9% |
| 3Y | +79.0% | +58.8% | +20.2% | +4.1% |
| 5Y | -60.4% | -3.9% | -56.4% | -54.7% |
| 10Y | +638.6% | +137.7% | +500.9% | +248.7% |
| All | +627.6% | +129.9% | +497.7% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling