+567.9%
ELF vs RPRX
+75.3%
+492.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +10.6% | +18.6% | -8.0% | +5.5% |
| 3M | +25.8% | +18.0% | +7.8% | +20.3% |
| 6M | +89.1% | +33.8% | +55.2% | +74.0% |
| YTD | +52.7% | +76.6% | -23.8% | +29.5% |
| 1Y | +51.7% | +68.2% | -16.5% | +30.5% |
| 3Y | +14.2% | +161.5% | -147.3% | -16.1% |
| 5Y | +270.7% | +91.4% | +179.3% | +203.7% |
| All | +567.9% | +75.3% | +492.5% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling