+102.7%
RIO vs ED
+35.1%
+67.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +1.9% | +0.5% | +1.4% | +1.9% |
| 30D | +5.0% | +1.1% | +3.9% | +4.9% |
| 3M | +5.1% | +4.6% | +0.5% | +4.7% |
| 6M | +17.6% | -2.0% | +19.6% | +17.8% |
| YTD | +36.3% | +11.7% | +24.6% | +34.5% |
| 1Y | +71.2% | +15.7% | +55.4% | +67.9% |
| 3Y | +102.7% | +34.4% | +68.3% | +82.6% |
| All | +102.7% | +35.1% | +67.6% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling