+120.8%
EXPE vs RIO
+51.7%
+69.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | -6.1% | -9.1% | +3.0% | -4.1% |
| 3M | -21.3% | -13.7% | -7.6% | -18.9% |
| 6M | +19.0% | -24.3% | +43.3% | +26.4% |
| YTD | -8.4% | +8.9% | -17.3% | -15.0% |
| 1Y | -2.8% | +22.7% | -25.5% | -14.3% |
| 3Y | +120.8% | +51.2% | +69.6% | +73.6% |
| All | +120.8% | +51.7% | +69.1% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling