-3.9%
ELF vs RL
+34.3%
-38.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | -0.4% |
| 7D | -1.5% | +5.8% | -7.3% | -4.5% |
| 30D | +9.5% | +12.7% | -3.2% | +2.8% |
| 3M | +29.4% | +9.3% | +20.0% | +23.0% |
| 6M | +83.7% | +16.9% | +66.8% | +66.8% |
| YTD | +49.4% | +17.5% | +32.0% | +34.2% |
| 1Y | -3.9% | +34.6% | -38.6% | -29.4% |
| All | -3.9% | +34.3% | -38.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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