+279.2%
ELF vs RRC
+135.4%
+143.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +4.3% | -0.5% | +4.7% | +4.3% |
| 30D | +7.7% | +25.2% | -17.5% | +4.5% |
| 3M | +24.7% | +27.8% | -3.1% | +20.5% |
| 6M | +114.6% | +27.2% | +87.4% | +107.1% |
| YTD | +55.8% | +48.2% | +7.6% | +45.9% |
| 1Y | +51.9% | +34.7% | +17.2% | +44.5% |
| 3Y | +24.6% | +62.2% | -37.7% | +15.1% |
| 5Y | +279.2% | +130.9% | +148.3% | +244.6% |
| All | +279.2% | +135.4% | +143.8% | +244.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling