+51.8%
RIO vs EXPD
+76.1%
-24.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | +0.1% | +3.6% | -3.5% | -0.6% |
| 30D | -10.5% | +0.3% | -10.8% | -10.7% |
| 3M | -15.9% | +6.1% | -22.0% | -17.2% |
| 6M | -22.3% | +27.4% | -49.6% | -26.6% |
| YTD | +9.3% | +32.0% | -22.7% | +1.5% |
| 1Y | +23.0% | +40.5% | -17.5% | +12.2% |
| All | +51.8% | +76.1% | -24.3% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling