-20.3%
RIOT vs ELV
+42.6%
-62.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.9% | +4.7% | +9.7% |
| 7D | +6.4% | +4.8% | +1.6% | +6.4% |
| 30D | -20.4% | +10.1% | -30.5% | -20.4% |
| 3M | -28.7% | +15.4% | -44.1% | -28.8% |
| 6M | -17.7% | +17.7% | -35.5% | -18.0% |
| YTD | +21.3% | +25.7% | -4.4% | +10.7% |
| 1Y | -20.3% | +39.9% | -60.1% | -28.2% |
| All | -20.3% | +42.6% | -62.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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