-19.5%
ELF vs RRC
+31.1%
-50.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +5.4% | +1.3% | +4.0% | +5.1% |
| 30D | +27.0% | +10.1% | +16.9% | +24.7% |
| 3M | +113.2% | +4.0% | +109.2% | +111.2% |
| 6M | +36.6% | +1.6% | +35.0% | +35.0% |
| YTD | +44.2% | +19.7% | +24.5% | +35.8% |
| 1Y | -18.0% | +21.4% | -39.4% | -22.8% |
| All | -19.5% | +31.1% | -50.6% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling