+73.7%
RIO vs EXPD
+57.8%
+15.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | +4.0% | +4.1% | -0.1% | +3.7% |
| 3M | +0.1% | +17.9% | -17.8% | -0.9% |
| 6M | +12.7% | +29.2% | -16.5% | +10.9% |
| YTD | +35.6% | +27.4% | +8.2% | +34.4% |
| 1Y | +73.7% | +56.8% | +16.9% | +77.5% |
| All | +73.7% | +57.8% | +15.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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