-58.4%
RIOT vs EXPE
+46.0%
-104.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | +4.8% | -0.5% | +5.3% | +5.1% |
| 30D | +16.0% | -6.1% | +22.1% | +16.8% |
| 3M | -8.8% | -21.3% | +12.5% | -0.7% |
| 6M | -29.7% | +19.0% | -48.7% | -42.2% |
| YTD | +38.3% | -8.4% | +46.7% | +27.7% |
| 1Y | +26.2% | -2.8% | +29.0% | +10.7% |
| 3Y | +79.0% | +120.8% | -41.8% | -24.3% |
| All | -58.4% | +46.0% | -104.4% | -76.2% |
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