+6,084.9%
RIO vs ED
+2,658.7%
+3,426.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +4.0% | -0.1% | +4.1% | +3.9% |
| 3M | +0.1% | +3.9% | -3.8% | -1.7% |
| 6M | +12.7% | -3.0% | +15.8% | +13.4% |
| YTD | +35.6% | +10.7% | +24.9% | +29.6% |
| 1Y | +73.7% | +13.3% | +60.4% | +64.1% |
| 3Y | +93.3% | +34.5% | +58.8% | +68.3% |
| 5Y | +92.4% | +67.1% | +25.3% | +51.6% |
| 10Y | +606.9% | +103.0% | +503.9% | +384.9% |
| All | +6,084.9% | +2,658.7% | +3,426.2% | +1,962.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling