+313.8%
ELF vs RGEN
+400.6%
-86.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +5.4% | -4.9% | +10.3% | +6.5% |
| 30D | +27.0% | +5.7% | +21.3% | +25.7% |
| 3M | +113.2% | +32.4% | +80.8% | +100.5% |
| 6M | +36.6% | +33.2% | +3.4% | +27.5% |
| YTD | +44.2% | +2.3% | +41.9% | +42.0% |
| 1Y | -18.0% | +39.0% | -57.0% | -24.3% |
| 3Y | -19.9% | -4.6% | -15.3% | -22.8% |
| 5Y | +257.7% | -42.7% | +300.4% | +258.6% |
| All | +313.8% | +400.6% | -86.7% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling