+154.8%
EXPE vs RIO
+95.3%
+59.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -11.5% | +1.0% | -12.5% | -11.7% |
| 30D | -13.1% | +4.0% | -17.1% | -14.0% |
| 3M | +18.1% | +4.5% | +13.6% | +16.7% |
| 6M | +13.3% | +17.3% | -4.1% | +7.3% |
| YTD | -3.2% | +36.2% | -39.4% | -14.5% |
| 1Y | +26.1% | +76.1% | -50.0% | 0.0% |
| All | +154.8% | +95.3% | +59.5% | +84.9% |
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 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