+255.0%
ELF vs RPRX
+83.4%
+171.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +5.4% | +5.1% | +0.2% | +4.1% |
| 30D | +27.0% | +11.2% | +15.8% | +23.8% |
| 3M | +113.2% | +16.7% | +96.5% | +104.9% |
| 6M | +36.6% | +36.0% | +0.6% | +25.8% |
| YTD | +44.2% | +67.8% | -23.6% | +25.1% |
| 1Y | -18.0% | +76.7% | -94.7% | -30.2% |
| 3Y | -19.9% | +128.1% | -148.0% | -37.8% |
| All | +255.0% | +83.4% | +171.6% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling