+338.3%
ELF vs RNG
+206.9%
+131.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.3% |
| 7D | +4.0% | -11.3% | +15.3% | +6.3% |
| 30D | +10.6% | -5.7% | +16.3% | +11.6% |
| 3M | +25.8% | +16.8% | +9.0% | +21.7% |
| 6M | +89.1% | +58.5% | +30.6% | +70.7% |
| YTD | +52.7% | +151.3% | -98.6% | +23.3% |
| 1Y | +51.7% | +169.0% | -117.3% | +20.7% |
| 3Y | +14.2% | +156.9% | -142.7% | -10.6% |
| 5Y | +270.7% | -69.0% | +339.7% | +297.5% |
| 10Y | +341.9% | +262.0% | +79.9% | +188.7% |
| All | +338.3% | +206.9% | +131.4% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling