+30.8%
RIO vs ELF
-3.2%
+34.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.5% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | -11.6% | +9.5% | -21.1% | -11.9% |
| 3M | -12.7% | +29.4% | -42.1% | -13.4% |
| 6M | -12.4% | +83.7% | -96.1% | -13.9% |
| YTD | +11.0% | +49.4% | -38.4% | +9.4% |
| 1Y | +30.8% | -3.9% | +34.8% | +30.6% |
| All | +30.8% | -3.2% | +34.1% | +30.6% |
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