-25.5%
RIOT vs ELF
+232.2%
-257.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.8% |
| 7D | +18.4% | -6.8% | +25.2% | +21.7% |
| 30D | +13.8% | +5.1% | +8.7% | +11.2% |
| 3M | -12.7% | +79.8% | -92.5% | -32.7% |
| 6M | +50.1% | +29.7% | +20.4% | +30.9% |
| YTD | +74.2% | +31.6% | +42.6% | +49.2% |
| 1Y | +45.1% | -27.9% | +73.0% | +53.3% |
| 3Y | +101.6% | -26.4% | +128.0% | +76.3% |
| All | -25.5% | +232.2% | -257.7% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling