+736.5%
EXPE vs RIO
+804.5%
-68.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -4.5% | -10.5% | +6.0% | -0.8% |
| 3M | -19.7% | -15.9% | -3.8% | -14.9% |
| 6M | +18.3% | -22.3% | +40.6% | +28.2% |
| YTD | -7.3% | +9.3% | -16.6% | -12.3% |
| 1Y | -3.9% | +23.0% | -26.9% | -12.9% |
| 3Y | +123.0% | +52.1% | +71.0% | +85.0% |
| 5Y | +47.9% | +88.9% | -40.9% | +12.1% |
| 10Y | +126.5% | +354.1% | -227.6% | +24.2% |
| All | +736.5% | +804.5% | -68.0% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling