-18.0%
ELF vs RGEN
+45.2%
-63.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | +5.4% | -4.9% | +10.3% | +6.8% |
| 30D | +27.0% | +5.7% | +21.3% | +25.5% |
| 3M | +113.2% | +32.4% | +80.8% | +97.8% |
| 6M | +36.6% | +33.2% | +3.4% | +25.9% |
| YTD | +44.2% | +2.3% | +41.9% | +41.8% |
| 1Y | -18.0% | +39.0% | -57.0% | -23.1% |
| All | -18.0% | +45.2% | -63.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling