+619.2%
RIO vs ED
+105.2%
+513.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +4.0% | +1.9% | +2.1% | +3.6% |
| 3M | +4.5% | +1.9% | +2.7% | +4.0% |
| 6M | +17.3% | -2.3% | +19.6% | +17.6% |
| YTD | +36.2% | +10.9% | +25.3% | +32.9% |
| 1Y | +76.1% | +14.5% | +61.6% | +70.5% |
| 3Y | +102.5% | +33.4% | +69.1% | +87.6% |
| 5Y | +103.5% | +67.3% | +36.2% | +78.7% |
| 10Y | +619.2% | +110.7% | +508.5% | +517.5% |
| All | +619.2% | +105.2% | +513.9% | +517.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling