+38.7%
EXPE vs RIO
+73.7%
-35.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -6.6% | +4.0% | -10.6% | -6.7% |
| 3M | +31.4% | +0.1% | +31.2% | +31.4% |
| 6M | +35.2% | +12.7% | +22.5% | +34.1% |
| YTD | +5.8% | +35.6% | -29.8% | -0.1% |
| 1Y | +38.7% | +73.7% | -35.0% | +22.9% |
| All | +38.7% | +73.7% | -35.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling