-19.5%
ELF vs RPRX
+128.5%
-148.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +5.4% | +5.1% | +0.2% | +4.8% |
| 30D | +27.0% | +11.2% | +15.8% | +25.7% |
| 3M | +113.2% | +16.7% | +96.5% | +109.6% |
| 6M | +36.6% | +36.0% | +0.6% | +31.3% |
| YTD | +44.2% | +67.8% | -23.6% | +34.4% |
| 1Y | -18.0% | +76.7% | -94.7% | -24.2% |
| All | -19.5% | +128.5% | -148.0% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling