+79.0%
RIOT vs EXPE
+121.7%
-42.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +16.0% | -6.1% | +22.1% | +16.5% |
| 3M | -8.8% | -21.3% | +12.5% | -4.3% |
| 6M | -29.7% | +19.0% | -48.7% | -37.8% |
| YTD | +38.3% | -8.4% | +46.7% | +32.7% |
| 1Y | +26.2% | -2.8% | +29.0% | +17.0% |
| 3Y | +79.0% | +120.8% | -41.8% | -1.3% |
| All | +79.0% | +121.7% | -42.7% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling