+338.3%
ELF vs RRC
+34.9%
+303.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.7% | +6.1% |
| 7D | +4.0% | -10.8% | +14.8% | +5.4% |
| 30D | +10.6% | +22.3% | -11.7% | +7.5% |
| 3M | +25.8% | +26.6% | -0.8% | +21.6% |
| 6M | +89.1% | +18.9% | +70.1% | +83.7% |
| YTD | +52.7% | +39.2% | +13.5% | +44.8% |
| 1Y | +51.7% | +34.0% | +17.8% | +44.6% |
| 3Y | +14.2% | +42.0% | -27.8% | +7.3% |
| 5Y | +270.7% | +111.9% | +158.8% | +221.1% |
| 10Y | +341.9% | +62.8% | +279.2% | +271.6% |
| All | +338.3% | +34.9% | +303.4% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling