+530.6%
ELF vs RPRX
+66.6%
+464.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +5.4% | +5.1% | +0.2% | +4.0% |
| 30D | +27.0% | +11.2% | +15.8% | +23.5% |
| 3M | +113.2% | +16.7% | +96.5% | +104.1% |
| 6M | +36.6% | +36.0% | +0.6% | +25.0% |
| YTD | +44.2% | +67.8% | -23.6% | +24.0% |
| 1Y | -18.0% | +76.7% | -94.7% | -30.8% |
| 3Y | -19.9% | +128.1% | -148.0% | -38.5% |
| 5Y | +257.7% | +82.9% | +174.8% | +196.0% |
| All | +530.6% | +66.6% | +464.0% | +422.3% |
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