+73.7%
RIO vs ELF
-17.5%
+91.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | 0.0% | +5.4% | -5.4% | -0.2% |
| 30D | +4.0% | +27.0% | -23.0% | +3.0% |
| 3M | +0.1% | +113.2% | -113.1% | -2.8% |
| 6M | +12.7% | +36.6% | -23.9% | +11.5% |
| YTD | +35.6% | +44.2% | -8.7% | +33.1% |
| 1Y | +73.7% | -18.0% | +91.7% | +75.3% |
| All | +73.7% | -17.5% | +91.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling