+485.8%
RIOT vs ELV
+280.2%
+205.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -1.5% | +3.2% | -4.7% | -2.4% |
| 30D | +5.7% | +5.4% | +0.3% | +4.0% |
| 3M | -17.9% | +5.4% | -23.2% | -19.6% |
| 6M | +45.0% | +45.7% | -0.7% | +29.1% |
| YTD | +69.5% | +21.2% | +48.3% | +57.2% |
| 1Y | +37.2% | +35.6% | +1.6% | +23.0% |
| 3Y | +111.7% | -2.0% | +113.7% | +102.7% |
| 5Y | -27.5% | +26.0% | -53.5% | -37.4% |
| All | +485.8% | +280.2% | +205.6% | +182.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling