+255.0%
ELF vs RL
+238.1%
+16.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.0% |
| 7D | +5.4% | -0.8% | +6.2% | +5.7% |
| 30D | +27.0% | -7.8% | +34.7% | +32.5% |
| 3M | +113.2% | -4.0% | +117.2% | +116.8% |
| 6M | +36.6% | -1.9% | +38.5% | +35.4% |
| YTD | +44.2% | -0.2% | +44.4% | +42.2% |
| 1Y | -18.0% | +10.7% | -28.7% | -23.9% |
| 3Y | -19.9% | +210.8% | -230.7% | -56.4% |
| All | +255.0% | +238.1% | +16.9% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling