+824.5%
RIOT vs XYL
+202.0%
+622.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.8% | -0.4% |
| 7D | +25.1% | +1.8% | +23.3% | +23.2% |
| 30D | +8.5% | -9.2% | +17.7% | +17.7% |
| 3M | -13.4% | -0.3% | -13.1% | -15.1% |
| 6M | +57.1% | -11.0% | +68.1% | +71.2% |
| YTD | +75.7% | -19.2% | +94.9% | +107.2% |
| 1Y | +65.6% | -21.2% | +86.8% | +99.7% |
| 3Y | +103.3% | +18.6% | +84.7% | +77.5% |
| 5Y | -26.7% | -14.3% | -12.4% | -18.2% |
| 10Y | +527.2% | +141.0% | +386.1% | +245.0% |
| All | +824.5% | +202.0% | +622.5% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling