+485.8%
RIOT vs XYL
+150.5%
+335.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.2% |
| 7D | -1.5% | +1.2% | -2.7% | -2.5% |
| 30D | +5.7% | -11.9% | +17.6% | +17.7% |
| 3M | -17.9% | -1.5% | -16.3% | -18.7% |
| 6M | +45.0% | -11.9% | +56.9% | +59.4% |
| YTD | +69.5% | -20.6% | +90.0% | +102.9% |
| 1Y | +37.2% | -23.5% | +60.7% | +70.4% |
| 3Y | +111.7% | +14.9% | +96.9% | +90.2% |
| 5Y | -27.5% | -15.3% | -12.2% | -18.3% |
| All | +485.8% | +150.5% | +335.3% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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