+619.6%
RIOT vs EXPE
+123.5%
+496.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.2% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +16.0% | -6.1% | +22.1% | +16.9% |
| 3M | -8.8% | -21.3% | +12.5% | -1.2% |
| 6M | -29.7% | +19.0% | -48.7% | -40.7% |
| YTD | +38.3% | -8.4% | +46.7% | +29.2% |
| 1Y | +26.2% | -2.8% | +29.0% | +13.0% |
| 3Y | +79.0% | +120.8% | -41.8% | -7.5% |
| 5Y | -60.4% | +46.2% | -106.5% | -74.4% |
| All | +619.6% | +123.5% | +496.1% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling