+60.2%
RIO vs EXR
+53.9%
+6.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | +4.4% | +2.7% | +1.7% | +3.7% |
| 30D | -8.9% | +18.9% | -27.8% | -12.9% |
| 3M | -12.7% | +8.4% | -21.0% | -14.5% |
| 6M | -16.2% | +14.3% | -30.5% | -19.5% |
| YTD | +13.4% | +27.2% | -13.8% | +5.5% |
| 1Y | +30.9% | +25.9% | +5.0% | +22.0% |
| 3Y | +60.2% | +54.6% | +5.5% | +36.5% |
| All | +60.2% | +53.9% | +6.3% | +36.5% |
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