-20.3%
RIOT vs ELF
-3.2%
-17.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +9.0% |
| 7D | +6.4% | -1.5% | +7.9% | +7.0% |
| 30D | -20.4% | +9.5% | -30.0% | -22.6% |
| 3M | -28.7% | +29.4% | -58.1% | -34.3% |
| 6M | -17.7% | +83.7% | -101.4% | -33.5% |
| YTD | +21.3% | +49.4% | -28.1% | +3.6% |
| 1Y | -20.3% | -3.9% | -16.3% | -23.3% |
| All | -20.3% | -3.2% | -17.0% | -23.3% |
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