+80.4%
XLI vs RIOT
-33.0%
+113.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.3% |
| 7D | -2.3% | -0.9% | -1.4% | -2.2% |
| 30D | -8.2% | +3.5% | -11.7% | -8.7% |
| 3M | +0.8% | -13.0% | +13.8% | +1.1% |
| 6M | +0.8% | +43.1% | -42.3% | -3.5% |
| YTD | +10.5% | +65.4% | -54.8% | +3.8% |
| 1Y | +14.1% | +27.7% | -13.6% | +8.6% |
| 3Y | +68.6% | +91.3% | -22.7% | +46.0% |
| 5Y | +80.4% | -29.3% | +109.7% | +52.5% |
| All | +80.4% | -33.0% | +113.4% | +52.5% |
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