+584.5%
RIO vs EXEL
+375.2%
+209.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -3.2% | -4.9% | +1.7% | -2.6% |
| 30D | +0.9% | +11.4% | -10.5% | -0.5% |
| 3M | -1.4% | +4.9% | -6.3% | -2.2% |
| 6M | +10.9% | +34.4% | -23.5% | +6.4% |
| YTD | +31.2% | +28.0% | +3.2% | +26.5% |
| 1Y | +67.9% | +43.6% | +24.3% | +59.1% |
| 3Y | +88.8% | +155.2% | -66.4% | +62.7% |
| 5Y | +93.1% | +181.2% | -88.1% | +62.1% |
| All | +584.5% | +375.2% | +209.3% | +438.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling