+293.6%
ELF vs RRC
+15.7%
+277.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.9% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | +5.9% | +9.4% | -3.5% | +4.7% |
| 3M | +99.5% | +7.4% | +92.1% | +97.2% |
| 6M | +26.5% | +1.5% | +25.1% | +25.6% |
| YTD | +37.2% | +19.4% | +17.8% | +33.1% |
| 1Y | -24.4% | +24.2% | -48.6% | -27.0% |
| 3Y | -23.3% | +32.8% | -56.1% | -27.2% |
| 5Y | +245.2% | +152.9% | +92.3% | +193.1% |
| All | +293.6% | +15.7% | +277.9% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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