+338.3%
ELF vs RGEN
+418.2%
-79.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.8% | +5.1% |
| 7D | +4.0% | -1.9% | +5.9% | +4.4% |
| 30D | +10.6% | +3.7% | +6.8% | +9.7% |
| 3M | +25.8% | +8.8% | +17.0% | +23.3% |
| 6M | +89.1% | +38.0% | +51.1% | +75.3% |
| YTD | +52.7% | +5.9% | +46.9% | +48.8% |
| 1Y | +51.7% | +19.7% | +32.1% | +44.2% |
| 3Y | +14.2% | +20.5% | -6.3% | +5.7% |
| 5Y | +270.7% | -35.0% | +305.7% | +263.2% |
| 10Y | +341.9% | +540.9% | -199.0% | +227.1% |
| All | +338.3% | +418.2% | -79.9% | +220.3% |
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