+845.5%
XLK vs RIOT
+971.4%
-125.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.3% | +18.4% | -16.1% | +0.9% |
| 30D | +0.8% | +13.8% | -12.9% | -0.4% |
| 3M | +4.1% | -12.7% | +16.8% | +4.5% |
| 6M | +34.8% | +50.1% | -15.4% | +29.4% |
| YTD | +30.8% | +74.2% | -43.4% | +23.5% |
| 1Y | +42.4% | +45.1% | -2.8% | +35.4% |
| 3Y | +121.8% | +101.6% | +20.3% | +96.6% |
| 5Y | +146.6% | -29.6% | +176.2% | +118.6% |
| 10Y | +804.3% | +528.1% | +276.1% | +541.5% |
| All | +845.5% | +971.4% | -125.8% | +576.6% |
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