-24.9%
ELF vs RNG
+117.7%
-142.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -4.3% |
| 7D | -1.2% | -0.8% | -0.3% | -1.1% |
| 30D | +5.9% | +11.4% | -5.5% | +4.4% |
| 3M | +99.5% | +72.1% | +27.4% | +85.8% |
| 6M | +26.5% | +67.9% | -41.4% | +17.0% |
| YTD | +37.2% | +144.3% | -107.2% | +17.0% |
| All | -24.9% | +117.7% | -142.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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