-32.1%
RIOT vs EXPD
+61.6%
-93.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.5% |
| 7D | +14.8% | -1.1% | +15.9% | +15.7% |
| 30D | +1.4% | +4.1% | -2.7% | -1.3% |
| 3M | -20.6% | +17.9% | -38.5% | -30.0% |
| 6M | +31.9% | +29.2% | +2.7% | +7.9% |
| YTD | +72.1% | +27.4% | +44.7% | +39.4% |
| 1Y | +65.7% | +56.8% | +8.8% | +11.6% |
| 3Y | +97.5% | +68.0% | +29.4% | +18.9% |
| All | -32.1% | +61.6% | -93.7% | -62.8% |
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