+99.6%
RIO vs EXR
-10.8%
+110.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 6M | +17.6% | -2.9% | +20.6% | +18.1% |
| YTD | +36.3% | +9.3% | +27.0% | +32.5% |
| 1Y | +71.2% | -0.9% | +72.1% | +70.4% |
| 3Y | +102.7% | +24.7% | +78.0% | +87.5% |
| 5Y | +99.6% | -11.7% | +111.3% | +92.6% |
| All | +99.6% | -10.8% | +110.4% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling