-35.6%
ELAN vs RIO
+270.3%
-305.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -5.4% | -3.2% | -2.2% | -4.1% |
| 30D | +4.7% | +0.9% | +3.8% | +4.2% |
| 3M | -3.7% | -1.4% | -2.2% | -3.4% |
| 6M | -1.2% | +10.9% | -12.1% | -5.4% |
| YTD | +2.4% | +31.2% | -28.8% | -8.9% |
| 1Y | +23.4% | +67.9% | -44.5% | -1.2% |
| 3Y | +96.7% | +88.8% | +7.9% | +49.2% |
| 5Y | -30.6% | +93.1% | -123.7% | -49.3% |
| All | -35.6% | +270.3% | -305.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling