+1,346.9%
RIO vs EXR
+2,662.2%
-1,315.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | 0.0% | -2.6% | +2.5% | +1.2% |
| 30D | +4.0% | -7.2% | +11.2% | +7.5% |
| 3M | +0.1% | -3.5% | +3.6% | +1.3% |
| 6M | +12.7% | -5.3% | +18.0% | +14.9% |
| YTD | +35.6% | +9.4% | +26.2% | +28.9% |
| 1Y | +73.7% | +1.3% | +72.4% | +70.5% |
| 3Y | +93.3% | +22.4% | +70.9% | +67.3% |
| 5Y | +92.4% | -12.2% | +104.7% | +87.1% |
| 10Y | +606.9% | +148.6% | +458.4% | +266.9% |
| All | +1,346.9% | +2,662.2% | -1,315.4% | +83.2% |
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