+111.7%
RIOT vs ELV
-2.5%
+114.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -2.7% |
| 7D | -1.5% | +2.8% | -4.3% | -1.5% |
| 30D | +5.7% | +4.9% | +0.8% | +5.7% |
| 3M | -17.9% | +4.9% | -22.8% | -17.9% |
| 6M | +45.0% | +45.1% | -0.1% | +43.4% |
| YTD | +69.5% | +20.7% | +48.8% | +66.3% |
| 1Y | +37.2% | +35.0% | +2.2% | +35.2% |
| 3Y | +111.7% | -2.4% | +114.2% | +92.9% |
| All | +111.7% | -2.5% | +114.3% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling