+102.7%
RIO vs EXR
+23.6%
+79.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | +5.0% | -6.9% | +11.9% | +6.9% |
| 3M | +5.1% | -3.0% | +8.1% | +5.6% |
| 6M | +17.6% | -2.9% | +20.6% | +17.9% |
| YTD | +36.3% | +9.3% | +27.0% | +32.2% |
| 1Y | +71.2% | -0.9% | +72.1% | +70.2% |
| 3Y | +102.7% | +24.7% | +78.0% | +104.9% |
| All | +102.7% | +23.6% | +79.1% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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