+202.7%
XLE vs RIOT
+711.2%
-508.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.2% | -13.2% | -0.7% |
| 7D | -12.0% | +30.4% | -42.4% | -13.3% |
| 30D | -2.7% | -9.9% | +7.1% | -2.6% |
| 3M | +6.6% | -21.2% | +27.8% | +7.2% |
| 6M | +9.5% | -29.5% | +39.0% | +10.2% |
| YTD | +40.6% | +31.9% | +8.7% | +35.3% |
| 1Y | +43.6% | -3.6% | +47.2% | +40.4% |
| 3Y | +58.1% | +51.8% | +6.3% | +44.7% |
| 5Y | +152.2% | -46.9% | +199.1% | +131.0% |
| 10Y | +172.9% | +677.5% | -504.6% | +82.5% |
| All | +202.7% | +711.2% | -508.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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