+405.8%
RIO vs EXPD
+304.0%
+101.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.6% |
| 7D | +2.2% | -7.2% | +9.4% | +5.1% |
| 30D | -10.1% | -3.3% | -6.9% | -9.1% |
| 3M | -14.1% | +3.4% | -17.5% | -15.6% |
| 6M | -18.9% | +22.7% | -41.6% | -25.8% |
| YTD | +9.9% | +24.5% | -14.6% | -1.5% |
| 1Y | +27.0% | +38.6% | -11.7% | +8.6% |
| 3Y | +50.1% | +71.5% | -21.4% | +13.5% |
| 5Y | +95.3% | +56.2% | +39.0% | +50.2% |
| All | +405.8% | +304.0% | +101.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling