+313.8%
ELF vs RNG
+212.0%
+101.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.8% |
| 7D | +5.4% | +5.8% | -0.4% | +4.2% |
| 30D | +27.0% | +19.6% | +7.4% | +22.6% |
| 3M | +113.2% | +67.0% | +46.2% | +92.1% |
| 6M | +36.6% | +88.4% | -51.8% | +18.7% |
| YTD | +44.2% | +155.5% | -111.3% | +16.4% |
| 1Y | -18.0% | +141.7% | -159.7% | -33.3% |
| 3Y | -19.9% | +131.1% | -151.0% | -36.1% |
| 5Y | +257.7% | -70.6% | +328.3% | +287.3% |
| All | +313.8% | +212.0% | +101.9% | +171.2% |
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