+556.0%
RIOT vs ELF
+303.8%
+252.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | -1.5% | -11.6% | +10.1% | +2.7% |
| 30D | +5.7% | +4.6% | +1.0% | +3.8% |
| 3M | -17.9% | +59.7% | -77.6% | -31.3% |
| 6M | +45.0% | +21.2% | +23.8% | +32.3% |
| YTD | +69.5% | +27.4% | +42.0% | +50.5% |
| 1Y | +37.2% | -29.8% | +67.0% | +45.3% |
| 3Y | +111.7% | -28.5% | +140.2% | +101.0% |
| 5Y | -27.5% | +220.0% | -247.6% | -60.4% |
| All | +556.0% | +303.8% | +252.2% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling