-3.9%
ELF vs RRX
+30.0%
-33.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.6% | +2.4% |
| 7D | -1.5% | +7.6% | -9.2% | -2.7% |
| 30D | +9.5% | +7.5% | +2.0% | +8.1% |
| 3M | +29.4% | -21.0% | +50.4% | +33.6% |
| 6M | +83.7% | -18.1% | +101.8% | +86.9% |
| YTD | +49.4% | +24.3% | +25.2% | +36.5% |
| 1Y | -3.9% | +29.3% | -33.2% | -14.1% |
| All | -3.9% | +30.0% | -33.9% | -14.1% |
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