+314.5%
ELF vs RL
+366.0%
-51.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -0.2% |
| 7D | -2.7% | -4.7% | +1.9% | -0.8% |
| 30D | +6.9% | +3.6% | +3.3% | +5.1% |
| 3M | +27.2% | +0.5% | +26.6% | +26.4% |
| 6M | +84.9% | +6.6% | +78.3% | +78.3% |
| YTD | +44.5% | +8.8% | +35.6% | +37.9% |
| 1Y | -6.8% | +21.8% | -28.5% | -15.1% |
| 3Y | +14.2% | +245.8% | -231.6% | -30.5% |
| 5Y | +250.6% | +230.0% | +20.7% | +111.4% |
| 10Y | +318.0% | +369.4% | -51.4% | +106.8% |
| All | +314.5% | +366.0% | -51.5% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling