+169.7%
EXE vs RIO
+90.3%
+79.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.1% |
| 30D | -0.9% | +0.9% | -1.8% | -1.4% |
| 3M | +9.6% | -1.4% | +11.0% | +9.6% |
| 6M | -11.6% | +10.9% | -22.5% | -16.3% |
| YTD | -12.6% | +31.2% | -43.8% | -23.4% |
| 1Y | +1.2% | +67.9% | -66.7% | -20.4% |
| 3Y | +18.0% | +88.8% | -70.8% | -14.3% |
| 5Y | +101.1% | +93.1% | +8.0% | +38.4% |
| All | +169.7% | +90.3% | +79.4% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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