+255.0%
ELF vs RRC
+156.2%
+98.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | +5.4% | +1.3% | +4.0% | +5.1% |
| 30D | +27.0% | +10.1% | +16.9% | +25.3% |
| 3M | +113.2% | +4.0% | +109.2% | +111.6% |
| 6M | +36.6% | +1.6% | +35.0% | +35.5% |
| YTD | +44.2% | +19.7% | +24.5% | +39.1% |
| 1Y | -18.0% | +21.4% | -39.4% | -21.0% |
| 3Y | -19.9% | +29.7% | -49.6% | -24.0% |
| All | +255.0% | +156.2% | +98.8% | +189.1% |
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 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