+275.5%
XLI vs RIOT
+980.6%
-705.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +1.0% | +25.1% | -24.1% | -0.2% |
| 30D | -5.8% | +8.5% | -14.3% | -6.4% |
| 3M | +0.7% | -13.4% | +14.1% | +0.9% |
| 6M | +3.2% | +57.1% | -54.0% | 0.0% |
| YTD | +13.0% | +75.7% | -62.7% | +8.5% |
| 1Y | +16.8% | +65.6% | -48.8% | +11.8% |
| 3Y | +72.4% | +103.3% | -30.9% | +58.2% |
| 5Y | +82.8% | -26.7% | +109.5% | +67.3% |
| 10Y | +252.4% | +527.2% | -274.7% | +156.9% |
| All | +275.5% | +980.6% | -705.0% | +170.9% |
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