+22.2%
ELV vs RIO
+91.0%
-68.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +3.2% | -3.2% | +6.4% | +3.5% |
| 30D | +5.4% | +0.9% | +4.4% | +5.2% |
| 3M | +5.4% | -1.4% | +6.8% | +5.4% |
| 6M | +45.7% | +10.9% | +34.8% | +43.4% |
| YTD | +21.2% | +31.2% | -10.0% | +16.7% |
| 1Y | +35.6% | +67.9% | -32.3% | +26.7% |
| 3Y | -2.0% | +88.8% | -90.8% | -10.3% |
| All | +22.2% | +91.0% | -68.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling