+30.8%
XLV vs RIOT
+98.8%
-68.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -3.6% | -1.5% | -2.0% | -3.5% |
| 30D | -1.8% | +5.7% | -7.5% | -2.0% |
| 3M | +7.8% | -17.9% | +25.7% | +8.1% |
| 6M | +9.1% | +45.0% | -35.9% | +7.2% |
| YTD | +7.7% | +69.5% | -61.7% | +5.0% |
| 1Y | +20.4% | +37.2% | -16.8% | +17.7% |
| 3Y | +30.8% | +111.7% | -81.0% | +20.7% |
| All | +30.8% | +98.8% | -68.0% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling