-29.3%
RIOT vs EXPE
+90.4%
-119.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.6% | -5.9% |
| 7D | -0.9% | -8.7% | +7.8% | +3.5% |
| 30D | +3.5% | -13.6% | +17.1% | +10.6% |
| 3M | -13.0% | +26.6% | -39.6% | -27.5% |
| 6M | +43.1% | +19.9% | +23.2% | +22.2% |
| YTD | +65.4% | -1.7% | +67.1% | +53.2% |
| 1Y | +27.7% | +29.4% | -1.7% | -4.9% |
| 3Y | +91.3% | +155.7% | -64.3% | -19.4% |
| 5Y | -29.3% | +93.1% | -122.4% | -61.8% |
| All | -29.3% | +90.4% | -119.6% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling