+190.1%
XLV vs RIOT
+917.0%
-726.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.4% |
| 7D | -4.4% | -0.9% | -3.5% | -4.4% |
| 30D | -1.4% | +3.5% | -4.9% | -1.6% |
| 3M | +8.9% | -13.0% | +21.9% | +8.9% |
| 6M | +9.1% | +43.1% | -34.0% | +7.3% |
| YTD | +7.9% | +65.4% | -57.4% | +5.4% |
| 1Y | +22.7% | +27.7% | -5.0% | +20.4% |
| 3Y | +31.9% | +91.3% | -59.4% | +25.0% |
| 5Y | +34.9% | -29.3% | +64.1% | +27.3% |
| 10Y | +173.9% | +496.3% | -322.4% | +122.7% |
| All | +190.1% | +917.0% | -726.9% | +140.2% |
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