+65.0%
XLF vs RIOT
-33.0%
+98.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.7% | +0.1% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -1.6% | +3.5% | -5.1% | -2.1% |
| 3M | +9.3% | -13.0% | +22.3% | +9.5% |
| 6M | +14.6% | +43.1% | -28.5% | +9.4% |
| YTD | +4.7% | +65.4% | -60.6% | -2.0% |
| 1Y | +8.6% | +27.7% | -19.1% | +3.1% |
| 3Y | +73.9% | +91.3% | -17.5% | +49.4% |
| 5Y | +65.0% | -29.3% | +94.3% | +40.3% |
| All | +65.0% | -33.0% | +98.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling