+98.9%
RIO vs ED
+82.1%
+16.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -8.9% | +11.6% | -20.4% | -10.3% |
| 3M | -12.7% | +10.5% | -23.2% | -13.9% |
| 6M | -16.2% | +13.2% | -29.4% | -17.9% |
| YTD | +13.4% | +22.1% | -8.7% | +9.4% |
| 1Y | +30.9% | +24.2% | +6.8% | +25.8% |
| 3Y | +60.2% | +46.9% | +13.3% | +44.7% |
| 5Y | +98.9% | +80.8% | +18.1% | +79.9% |
| All | +98.9% | +82.1% | +16.9% | +79.9% |
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