+101.4%
EXE vs RIO
+101.7%
-0.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | +1.0% | -3.7% | -3.0% |
| 30D | -0.4% | +4.0% | -4.4% | -1.8% |
| 3M | +9.5% | +4.5% | +5.0% | +7.4% |
| 6M | -9.3% | +17.3% | -26.7% | -15.8% |
| YTD | -10.9% | +36.2% | -47.1% | -23.0% |
| 1Y | +4.3% | +76.1% | -71.9% | -19.6% |
| 3Y | +18.8% | +102.5% | -83.7% | -17.0% |
| 5Y | +101.4% | +103.5% | -2.1% | +32.8% |
| All | +101.4% | +101.7% | -0.3% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling