+27.7%
RIOT vs ELF
-31.2%
+58.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -3.8% |
| 7D | -0.9% | -10.8% | +9.9% | +2.3% |
| 30D | +3.5% | +0.8% | +2.7% | +3.1% |
| 3M | -13.0% | +64.8% | -77.8% | -26.1% |
| 6M | +43.1% | +19.0% | +24.1% | +33.5% |
| YTD | +65.4% | +25.9% | +39.4% | +49.9% |
| 1Y | +27.7% | -28.8% | +56.5% | +28.9% |
| All | +27.7% | -31.2% | +58.9% | +28.9% |
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