-29.3%
RIOT vs XYL
-15.8%
-13.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.0% |
| 7D | -0.9% | -1.2% | +0.3% | +0.3% |
| 30D | +3.5% | -13.2% | +16.7% | +20.2% |
| 3M | -13.0% | -0.2% | -12.8% | -16.0% |
| 6M | +43.1% | -12.5% | +55.6% | +61.7% |
| YTD | +65.4% | -20.9% | +86.2% | +107.2% |
| 1Y | +27.7% | -21.6% | +49.3% | +61.9% |
| 3Y | +91.3% | +16.1% | +75.2% | +54.3% |
| 5Y | -29.3% | -15.6% | -13.7% | -26.1% |
| All | -29.3% | -15.8% | -13.5% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling