+1,582.2%
EL vs RRX
+1,272.6%
+309.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +0.8% | +3.4% | -2.7% | -0.2% |
| 30D | +19.8% | -11.1% | +31.0% | +23.9% |
| 3M | +25.7% | -23.7% | +49.4% | +34.0% |
| 6M | +5.4% | -22.0% | +27.4% | +10.5% |
| YTD | +0.2% | +16.5% | -16.3% | -8.4% |
| 1Y | +20.4% | +11.5% | +8.9% | +11.0% |
| 3Y | -32.1% | +1.5% | -33.7% | -37.7% |
| 5Y | -67.2% | +18.3% | -85.4% | -71.6% |
| 10Y | +31.7% | +209.8% | -178.0% | -16.2% |
| All | +1,582.2% | +1,272.6% | +309.6% | +716.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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