+212.8%
XLE vs RIOT
+958.3%
-745.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | +2.2% | +14.8% | -12.6% | +1.4% |
| 30D | +11.8% | +1.4% | +10.4% | +11.5% |
| 3M | +9.8% | -20.6% | +30.5% | +10.4% |
| 6M | +15.6% | +31.9% | -16.3% | +12.5% |
| YTD | +45.3% | +72.1% | -26.8% | +38.7% |
| 1Y | +48.3% | +65.7% | -17.3% | +41.0% |
| 3Y | +55.4% | +97.5% | -42.0% | +40.7% |
| 5Y | +216.1% | -36.7% | +252.8% | +187.8% |
| 10Y | +178.4% | +550.1% | -371.8% | +87.9% |
| All | +212.8% | +958.3% | -745.5% | +107.1% |
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