+65.7%
RIOT vs ELF
-17.5%
+83.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.5% |
| 7D | +14.8% | +5.4% | +9.4% | +13.2% |
| 30D | +1.4% | +27.0% | -25.6% | -5.4% |
| 3M | -20.6% | +113.2% | -133.8% | -37.6% |
| 6M | +31.9% | +36.6% | -4.7% | +18.3% |
| YTD | +72.1% | +44.2% | +27.8% | +50.6% |
| 1Y | +65.7% | -18.0% | +83.6% | +62.5% |
| All | +65.7% | -17.5% | +83.2% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling