-18.0%
ELF vs RRX
+14.9%
-32.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +5.4% | +3.4% | +1.9% | +4.7% |
| 30D | +27.0% | -11.1% | +38.1% | +29.6% |
| 3M | +113.2% | -23.7% | +136.9% | +121.9% |
| 6M | +36.6% | -22.0% | +58.6% | +40.4% |
| YTD | +44.2% | +16.5% | +27.7% | +31.8% |
| 1Y | -18.0% | +11.5% | -29.5% | -23.8% |
| All | -18.0% | +14.9% | -32.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling