+581.2%
ELF vs RPRX
+82.4%
+498.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +4.3% | +3.6% | +0.6% | +3.3% |
| 30D | +7.7% | +21.2% | -13.4% | +2.2% |
| 3M | +24.7% | +21.6% | +3.1% | +18.3% |
| 6M | +114.6% | +36.7% | +77.9% | +96.6% |
| YTD | +55.8% | +83.7% | -27.9% | +30.7% |
| 1Y | +51.9% | +83.2% | -31.3% | +27.6% |
| 3Y | +24.6% | +177.7% | -153.1% | -10.2% |
| 5Y | +279.2% | +95.8% | +183.4% | +209.1% |
| All | +581.2% | +82.4% | +498.8% | +450.2% |
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