+445.7%
RIO vs ELF
+373.0%
+72.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.6% |
| 7D | +0.1% | +3.4% | -3.2% | -0.2% |
| 30D | -10.5% | +5.0% | -15.5% | -10.9% |
| 3M | -15.9% | +22.6% | -38.5% | -17.5% |
| 6M | -22.3% | +104.0% | -126.2% | -27.4% |
| YTD | +9.3% | +49.3% | -40.0% | +4.3% |
| 1Y | +23.0% | +46.0% | -23.0% | +17.5% |
| 3Y | +52.1% | +19.4% | +32.7% | +39.3% |
| 5Y | +88.9% | +262.0% | -173.2% | +45.9% |
| 10Y | +354.1% | +320.5% | +33.6% | +216.0% |
| All | +445.7% | +373.0% | +72.7% | +279.0% |
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