-7.5%
ELV vs RIO
+95.3%
-102.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -2.2% | +1.0% | -3.2% | -2.3% |
| 30D | -0.2% | +4.0% | -4.2% | -0.5% |
| 3M | -6.1% | +4.5% | -10.6% | -6.4% |
| 6M | +42.8% | +17.3% | +25.5% | +40.4% |
| YTD | +14.4% | +36.2% | -21.8% | +10.5% |
| 1Y | +28.6% | +76.1% | -47.5% | +21.1% |
| All | -7.5% | +95.3% | -102.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling