+90.3%
RIO vs EXEL
+281.2%
-190.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | -9.1% | +13.1% | -22.2% | -10.5% |
| 3M | -13.7% | +36.3% | -50.0% | -16.9% |
| 6M | -24.3% | +34.5% | -58.9% | -27.2% |
| YTD | +8.9% | +57.4% | -48.5% | +2.7% |
| 1Y | +22.7% | +62.9% | -40.3% | +15.2% |
| 3Y | +51.2% | +229.5% | -178.3% | +27.9% |
| All | +90.3% | +281.2% | -190.9% | +61.2% |
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