+248.8%
XLF vs RIOT
+527.0%
-278.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -1.5% | -1.5% | +0.1% | -1.4% |
| 30D | -1.2% | +5.7% | -6.8% | -1.6% |
| 3M | +9.2% | -17.9% | +27.0% | +9.7% |
| 6M | +16.3% | +45.0% | -28.6% | +12.9% |
| YTD | +5.4% | +69.5% | -64.0% | +0.9% |
| 1Y | +7.6% | +37.2% | -29.6% | +3.7% |
| 3Y | +74.2% | +111.7% | -37.5% | +58.3% |
| 5Y | +66.1% | -27.5% | +93.7% | +51.0% |
| All | +248.8% | +527.0% | -278.1% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling