+4,988.9%
RIO vs ED
+2,964.7%
+2,024.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | -9.9% | +11.2% | -21.1% | -13.5% |
| 3M | -14.0% | +11.8% | -25.8% | -17.7% |
| 6M | -19.5% | +14.1% | -33.6% | -23.8% |
| YTD | +11.5% | +23.0% | -11.4% | +2.4% |
| 1Y | +26.9% | +23.7% | +3.3% | +16.2% |
| 3Y | +55.1% | +47.7% | +7.4% | +30.5% |
| 5Y | +90.7% | +82.6% | +8.1% | +45.6% |
| 10Y | +363.3% | +141.8% | +221.6% | +196.5% |
| All | +4,988.9% | +2,964.7% | +2,024.2% | +1,530.3% |
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