+149.7%
EXE vs RIO
+58.6%
+91.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | +2.9% | +0.1% | +2.7% | +2.8% |
| 30D | -4.9% | -10.5% | +5.6% | -1.5% |
| 3M | -8.3% | -15.9% | +7.7% | -3.2% |
| 6M | -7.8% | -22.3% | +14.4% | -0.7% |
| YTD | -19.0% | +9.3% | -28.4% | -24.8% |
| 1Y | -24.8% | +23.0% | -47.9% | -33.7% |
| 3Y | +20.8% | +52.1% | -31.3% | -5.3% |
| 5Y | +76.2% | +88.9% | -12.7% | +20.8% |
| All | +149.7% | +58.6% | +91.2% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling