+2,737.7%
RIO vs EXEL
+273.2%
+2,464.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | +8.4% | -8.4% | -1.2% |
| 30D | +4.0% | +4.1% | -0.1% | +3.3% |
| 3M | +0.1% | +12.4% | -12.3% | -1.8% |
| 6M | +12.7% | +41.5% | -28.8% | +6.6% |
| YTD | +35.6% | +34.6% | +0.9% | +29.0% |
| 1Y | +73.7% | +57.9% | +15.8% | +60.9% |
| 3Y | +93.3% | +159.5% | -66.2% | +62.7% |
| 5Y | +92.4% | +198.5% | -106.0% | +56.3% |
| 10Y | +606.9% | +411.4% | +195.6% | +384.9% |
| All | +2,737.7% | +273.2% | +2,464.5% | +1,122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling