+1,732.8%
EL vs RRC
+951.1%
+781.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +8.0% | -10.3% | +18.3% | +9.1% |
| 30D | +15.4% | +19.5% | -4.1% | +13.1% |
| 3M | +28.5% | +27.9% | +0.6% | +25.0% |
| 6M | +32.2% | +21.2% | +11.1% | +29.1% |
| YTD | +9.2% | +39.6% | -30.4% | +4.7% |
| 1Y | +30.8% | +31.3% | -0.5% | +26.1% |
| 3Y | +3.7% | +51.9% | -48.3% | -2.1% |
| 5Y | -64.8% | +110.2% | -174.9% | -68.6% |
| 10Y | +60.0% | +56.7% | +3.4% | +32.7% |
| All | +1,732.8% | +951.1% | +781.8% | +1,321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 all: compounded portfolio wealth divided by compounded RRC 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…
all analysis · Full analysis span regression · 6 months rolling