+68.1%
RIO vs EXEL
+50.0%
+18.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.0% |
| 7D | -3.4% | -2.9% | -0.5% | -2.9% |
| 30D | +0.6% | +11.9% | -11.3% | -1.1% |
| 3M | +2.5% | +9.2% | -6.7% | +1.0% |
| 6M | +10.8% | +39.1% | -28.3% | +5.2% |
| YTD | +30.5% | +31.0% | -0.6% | +24.6% |
| 1Y | +68.1% | +52.3% | +15.8% | +61.1% |
| All | +68.1% | +50.0% | +18.1% | +61.1% |
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