+119.5%
RIOT vs ELF
-24.1%
+143.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +3.8% |
| 7D | +25.1% | -1.2% | +26.3% | +25.6% |
| 30D | +8.5% | +5.9% | +2.6% | +6.2% |
| 3M | -13.4% | +99.5% | -112.9% | -33.2% |
| 6M | +57.1% | +26.5% | +30.6% | +41.2% |
| YTD | +75.7% | +37.2% | +38.5% | +52.2% |
| 1Y | +65.6% | -24.4% | +90.0% | +70.9% |
| All | +119.5% | -24.1% | +143.6% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling