+65.7%
RIOT vs ELV
+34.8%
+30.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.2% |
| 7D | +14.8% | +3.3% | +11.5% | +14.6% |
| 30D | +1.4% | +4.2% | -2.8% | +1.1% |
| 3M | -20.6% | -0.1% | -20.6% | -20.6% |
| 6M | +31.9% | +41.3% | -9.4% | +24.3% |
| YTD | +72.1% | +17.4% | +54.6% | +57.2% |
| 1Y | +65.7% | +35.1% | +30.6% | +59.5% |
| All | +65.7% | +34.8% | +30.8% | +59.5% |
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