+273.0%
ELF vs RL
+239.2%
+33.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.6% |
| 7D | +1.6% | +2.6% | -1.0% | 0.0% |
| 30D | +9.1% | +2.9% | +6.2% | +6.9% |
| 3M | +28.2% | 0.0% | +28.2% | +27.4% |
| 6M | +119.5% | +17.1% | +102.4% | +97.1% |
| YTD | +55.2% | +10.1% | +45.0% | +43.9% |
| 1Y | +58.6% | +17.3% | +41.3% | +41.4% |
| 3Y | +21.3% | +249.3% | -228.1% | -40.0% |
| All | +273.0% | +239.2% | +33.8% | +77.5% |
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