-20.3%
RIOT vs ELAN
+13.9%
-34.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.6% | +8.0% |
| 7D | +6.4% | +11.7% | -5.4% | +0.2% |
| 30D | -20.4% | +12.4% | -32.9% | -25.5% |
| 3M | -28.7% | -1.1% | -27.6% | -28.7% |
| 6M | -17.7% | +12.4% | -30.2% | -27.9% |
| YTD | +21.3% | +11.8% | +9.5% | +12.8% |
| 1Y | -20.3% | +12.5% | -32.7% | -24.9% |
| All | -20.3% | +13.9% | -34.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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