+2,385.0%
ELV vs RIO
+2,436.7%
-51.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | +2.0% | +5.0% | -3.0% | +0.9% |
| 3M | -3.5% | +5.1% | -8.6% | -4.7% |
| 6M | +40.2% | +17.6% | +22.6% | +34.5% |
| YTD | +15.8% | +36.3% | -20.5% | +7.4% |
| 1Y | +33.2% | +71.2% | -38.0% | +17.4% |
| 3Y | -6.2% | +102.7% | -108.9% | -21.3% |
| 5Y | +16.4% | +99.6% | -83.2% | -4.2% |
| 10Y | +259.8% | +603.1% | -343.3% | +122.7% |
| All | +2,385.0% | +2,436.7% | -51.7% | +757.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling