+273.7%
ELV vs RIO
+608.6%
-334.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.2% | -3.2% | +6.4% | +4.0% |
| 30D | +5.4% | +0.9% | +4.4% | +4.9% |
| 3M | +5.4% | -1.4% | +6.8% | +5.4% |
| 6M | +45.7% | +10.9% | +34.8% | +40.1% |
| YTD | +21.2% | +31.2% | -10.0% | +10.6% |
| 1Y | +35.6% | +67.9% | -32.3% | +15.0% |
| 3Y | -2.0% | +88.8% | -90.8% | -21.4% |
| 5Y | +26.0% | +93.1% | -67.1% | -3.3% |
| All | +273.7% | +608.6% | -334.9% | +68.3% |
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