+633.5%
RIOT vs EXPD
+342.4%
+291.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +3.8% |
| 7D | +49.2% | -5.5% | +54.6% | +54.9% |
| 30D | +4.6% | -1.9% | +6.5% | +5.8% |
| 3M | -13.9% | +6.1% | -20.0% | -18.1% |
| 6M | -26.7% | +21.6% | -48.3% | -37.8% |
| YTD | +39.4% | +27.9% | +11.5% | +10.5% |
| 1Y | +3.8% | +39.4% | -35.6% | -23.1% |
| 3Y | +73.0% | +72.7% | +0.3% | +1.6% |
| 5Y | -55.7% | +60.3% | -116.0% | -72.3% |
| 10Y | +685.8% | +332.6% | +353.3% | +139.0% |
| All | +633.5% | +342.4% | +291.1% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling