+555.0%
RIO vs ELF
+303.8%
+251.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -3.2% | -11.6% | +8.4% | -2.2% |
| 30D | +0.9% | +4.6% | -3.7% | +0.5% |
| 3M | -1.4% | +59.7% | -61.1% | -5.7% |
| 6M | +10.9% | +21.2% | -10.3% | +8.3% |
| YTD | +31.2% | +27.4% | +3.8% | +27.0% |
| 1Y | +67.9% | -29.8% | +97.7% | +70.0% |
| 3Y | +88.8% | -28.5% | +117.2% | +82.2% |
| 5Y | +93.1% | +220.0% | -126.9% | +50.6% |
| All | +555.0% | +303.8% | +251.2% | +361.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling