+103.5%
RIO vs ELF
+230.6%
-127.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +1.0% | -6.8% | +7.7% | +1.4% |
| 30D | +4.0% | +5.1% | -1.1% | +3.7% |
| 3M | +4.5% | +79.8% | -75.2% | +0.9% |
| 6M | +17.3% | +29.7% | -12.4% | +15.1% |
| YTD | +36.2% | +31.6% | +4.6% | +33.1% |
| 1Y | +76.1% | -27.9% | +104.1% | +77.4% |
| 3Y | +102.5% | -26.4% | +129.0% | +95.7% |
| 5Y | +103.5% | +235.6% | -132.1% | +55.8% |
| All | +103.5% | +230.6% | -127.1% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling