+499.8%
ELF vs RPRX
+57.8%
+442.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | -3.5% |
| 7D | -1.2% | -2.8% | +1.6% | -0.4% |
| 30D | +5.9% | +7.2% | -1.2% | +4.1% |
| 3M | +99.5% | +10.9% | +88.6% | +93.8% |
| 6M | +26.5% | +34.6% | -8.0% | +16.2% |
| YTD | +37.2% | +59.0% | -21.8% | +19.7% |
| 1Y | -24.4% | +72.5% | -96.9% | -35.8% |
| 3Y | -23.3% | +124.1% | -147.4% | -41.0% |
| 5Y | +245.2% | +75.9% | +169.2% | +188.5% |
| All | +499.8% | +57.8% | +442.0% | +404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling