+158.0%
EXPE vs RIO
+605.0%
-446.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -11.5% | +1.0% | -12.5% | -11.9% |
| 30D | -13.1% | +4.0% | -17.1% | -14.7% |
| 3M | +18.1% | +4.5% | +13.6% | +15.2% |
| 6M | +13.3% | +17.3% | -4.1% | +3.7% |
| YTD | -3.2% | +36.2% | -39.4% | -18.5% |
| 1Y | +26.1% | +76.1% | -50.0% | -6.2% |
| 3Y | +151.7% | +102.5% | +49.2% | +71.1% |
| 5Y | +88.3% | +103.5% | -15.2% | +24.1% |
| 10Y | +158.0% | +619.2% | -461.2% | +9.6% |
| All | +158.0% | +605.0% | -446.9% | +9.6% |
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