+27.4%
EXPE vs RIO
+74.7%
-47.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -11.5% | +1.0% | -12.5% | -11.5% |
| 30D | -13.1% | +4.0% | -17.1% | -13.1% |
| 3M | +18.1% | +4.5% | +13.6% | +18.2% |
| 6M | +13.3% | +17.3% | -4.1% | +12.3% |
| YTD | -3.2% | +36.2% | -39.4% | -9.4% |
| All | +27.4% | +74.7% | -47.2% | +8.2% |
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