+99.6%
RIO vs ED
+71.7%
+27.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +1.9% | +0.5% | +1.4% | +1.9% |
| 30D | +5.0% | +1.1% | +3.9% | +4.8% |
| 3M | +5.1% | +4.6% | +0.5% | +4.3% |
| 6M | +17.6% | -2.0% | +19.6% | +17.8% |
| YTD | +36.3% | +11.7% | +24.6% | +33.4% |
| 1Y | +71.2% | +15.7% | +55.4% | +66.1% |
| 3Y | +102.7% | +34.4% | +68.3% | +86.9% |
| 5Y | +99.6% | +67.3% | +32.3% | +87.4% |
| All | +99.6% | +71.7% | +27.9% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling