+51.7%
ELF vs RGEN
+19.4%
+32.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.8% | +4.9% |
| 7D | +4.0% | -1.9% | +5.9% | +4.5% |
| 30D | +10.6% | +3.7% | +6.8% | +9.4% |
| 3M | +25.8% | +8.8% | +17.0% | +22.2% |
| 6M | +89.1% | +38.0% | +51.1% | +71.7% |
| YTD | +52.7% | +5.9% | +46.9% | +52.2% |
| 1Y | +51.7% | +19.7% | +32.1% | +43.4% |
| All | +51.7% | +19.4% | +32.4% | +43.4% |
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