+22.2%
EXE vs RIO
+95.5%
-73.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.8% | +1.9% | -3.7% | -2.0% |
| 30D | +6.4% | +5.0% | +1.4% | +5.7% |
| 3M | +9.2% | +5.1% | +4.1% | +8.4% |
| 6M | -7.0% | +17.6% | -24.6% | -10.0% |
| YTD | -9.5% | +36.3% | -45.8% | -15.9% |
| 1Y | +6.2% | +71.2% | -65.0% | -7.2% |
| All | +22.2% | +95.5% | -73.2% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling