+30.8%
RIO vs EXEL
+92.4%
-61.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | -1.6% | +9.8% | -11.4% | -3.4% |
| 30D | -11.6% | +23.6% | -35.2% | -15.4% |
| 3M | -12.7% | +29.9% | -42.6% | -17.5% |
| 6M | -12.4% | +64.7% | -77.1% | -21.9% |
| YTD | +11.0% | +66.0% | -55.0% | -1.7% |
| 1Y | +30.8% | +92.0% | -61.1% | +11.8% |
| All | +30.8% | +92.4% | -61.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling