-54.5%
RIOT vs EXPD
+55.6%
-110.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.3% | +15.5% | +14.7% |
| 7D | +30.4% | -7.2% | +37.6% | +36.6% |
| 30D | -9.9% | -3.3% | -6.6% | -8.2% |
| 3M | -21.2% | +3.4% | -24.6% | -23.6% |
| 6M | -29.5% | +22.7% | -52.2% | -40.3% |
| YTD | +31.9% | +24.5% | +7.4% | +7.2% |
| 1Y | -3.6% | +38.6% | -42.3% | -28.3% |
| 3Y | +51.8% | +71.5% | -19.7% | -13.9% |
| All | -54.5% | +55.6% | -110.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 5y: compounded portfolio wealth divided by compounded EXPD 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…
5y analysis · Full analysis span regression · 6 months rolling