+855.0%
EXPE vs RIO
+1,021.6%
-166.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -6.6% | +4.0% | -10.6% | -8.0% |
| 3M | +31.4% | +0.1% | +31.2% | +30.7% |
| 6M | +35.2% | +12.7% | +22.5% | +27.8% |
| YTD | +5.8% | +35.6% | -29.8% | -7.1% |
| 1Y | +38.7% | +73.7% | -35.0% | +11.1% |
| 3Y | +175.8% | +93.3% | +82.5% | +110.1% |
| 5Y | +111.8% | +92.4% | +19.4% | +59.1% |
| 10Y | +179.7% | +606.9% | -427.2% | +31.7% |
| All | +855.0% | +1,021.6% | -166.6% | +301.3% |
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