+9.1%
XLF vs RIOT
+63.2%
-54.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | 0.0% | +14.8% | -14.8% | -0.5% |
| 30D | +0.2% | +1.4% | -1.2% | 0.0% |
| 3M | +11.7% | -20.6% | +32.4% | +12.3% |
| 6M | +13.8% | +31.9% | -18.1% | +10.5% |
| YTD | +7.0% | +72.1% | -65.1% | +2.0% |
| 1Y | +9.1% | +65.7% | -56.5% | +5.8% |
| All | +9.1% | +63.2% | -54.1% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling