+1,582.2%
EL vs RRC
+801.5%
+780.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.8% | +3.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.7% |
| 30D | +19.8% | +10.1% | +9.7% | +18.7% |
| 3M | +25.7% | +4.0% | +21.7% | +25.0% |
| 6M | +5.4% | +1.6% | +3.9% | +4.8% |
| YTD | +0.2% | +19.7% | -19.5% | -2.2% |
| 1Y | +20.4% | +21.4% | -1.0% | +17.2% |
| 3Y | -32.1% | +29.7% | -61.8% | -34.9% |
| 5Y | -67.2% | +153.9% | -221.1% | -71.2% |
| 10Y | +31.7% | +10.8% | +20.9% | +13.3% |
| All | +1,582.2% | +801.5% | +780.7% | +1,228.3% |
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