+91.1%
EXPE vs RIO
+97.3%
-6.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.5% | -8.4% | -8.1% |
| 7D | -9.8% | +1.9% | -11.7% | -10.4% |
| 30D | -11.5% | +5.0% | -16.5% | -13.2% |
| 3M | +21.7% | +5.1% | +16.6% | +19.0% |
| 6M | +10.4% | +17.6% | -7.2% | +2.0% |
| YTD | -2.5% | +36.3% | -38.8% | -16.8% |
| 1Y | +27.3% | +71.2% | -43.8% | -2.3% |
| 3Y | +153.5% | +102.7% | +50.8% | +74.9% |
| 5Y | +91.1% | +99.6% | -8.5% | +24.6% |
| All | +91.1% | +97.3% | -6.2% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling