+201.1%
XOM vs RIOT
+980.6%
-779.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.7% |
| 7D | -2.4% | +25.1% | -27.5% | -3.2% |
| 30D | +5.7% | +8.5% | -2.8% | +5.2% |
| 3M | +6.6% | -13.4% | +19.9% | +6.6% |
| 6M | +7.7% | +57.1% | -49.5% | +5.0% |
| YTD | +36.2% | +75.7% | -39.5% | +31.8% |
| 1Y | +50.5% | +65.6% | -15.1% | +45.3% |
| 3Y | +53.4% | +103.3% | -49.9% | +42.6% |
| 5Y | +254.2% | -26.7% | +280.9% | +228.6% |
| 10Y | +177.9% | +527.2% | -349.3% | +113.0% |
| All | +201.1% | +980.6% | -779.5% | +132.4% |
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