+456.8%
RIO vs ELF
+393.6%
+63.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +0.5% | +4.3% | -3.8% | +0.1% |
| 30D | -9.9% | +7.7% | -17.6% | -10.5% |
| 3M | -14.0% | +24.7% | -38.7% | -15.8% |
| 6M | -19.5% | +114.6% | -134.2% | -25.2% |
| YTD | +11.5% | +55.8% | -44.2% | +6.0% |
| 1Y | +26.9% | +51.9% | -25.0% | +20.8% |
| 3Y | +55.1% | +24.6% | +30.6% | +41.6% |
| 5Y | +90.7% | +279.2% | -188.5% | +46.6% |
| 10Y | +363.3% | +338.7% | +24.6% | +221.2% |
| All | +456.8% | +393.6% | +63.2% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling