+1,084.5%
RIO vs EXR
+3,090.1%
-2,005.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.8% |
| 7D | +3.6% | +1.7% | +1.8% | +2.8% |
| 30D | -10.8% | +18.0% | -28.9% | -17.6% |
| 3M | -15.2% | +9.7% | -24.9% | -19.0% |
| 6M | -18.0% | +13.4% | -31.5% | -23.3% |
| YTD | +11.0% | +26.3% | -15.3% | -1.5% |
| 1Y | +26.4% | +27.6% | -1.2% | +11.4% |
| 3Y | +54.4% | +52.2% | +2.2% | +20.9% |
| 5Y | +98.1% | -1.1% | +99.1% | +82.4% |
| 10Y | +358.5% | +216.8% | +141.7% | +111.3% |
| All | +1,084.5% | +3,090.1% | -2,005.6% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling