+341.4%
ELF vs RL
+356.1%
-14.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | +4.0% | -4.2% | +8.1% | +5.7% |
| 30D | +10.6% | +4.3% | +6.3% | +8.4% |
| 3M | +25.8% | -4.6% | +30.4% | +27.8% |
| 6M | +89.1% | +1.7% | +87.3% | +85.9% |
| YTD | +52.7% | +7.3% | +45.4% | +46.6% |
| 1Y | +51.7% | +20.8% | +30.9% | +38.4% |
| 3Y | +14.2% | +247.0% | -232.7% | -30.6% |
| 5Y | +270.7% | +225.5% | +45.2% | +124.5% |
| All | +341.4% | +356.1% | -14.7% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling