+103.5%
RIO vs EXEL
+194.6%
-91.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +4.0% | +10.1% | -6.1% | +2.8% |
| 3M | +4.5% | +10.1% | -5.5% | +3.2% |
| 6M | +17.3% | +37.7% | -20.3% | +12.7% |
| YTD | +36.2% | +33.1% | +3.1% | +31.2% |
| 1Y | +76.1% | +52.4% | +23.8% | +66.9% |
| 3Y | +102.5% | +163.8% | -61.3% | +76.5% |
| 5Y | +103.5% | +198.5% | -95.0% | +67.0% |
| All | +103.5% | +194.6% | -91.1% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling