-27.9%
ELF vs RRX
+12.4%
-40.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -3.6% |
| 7D | -6.8% | -0.7% | -6.1% | -6.6% |
| 30D | +5.1% | -8.0% | +13.0% | +6.6% |
| 3M | +79.8% | -25.1% | +104.8% | +87.8% |
| 6M | +29.7% | -18.3% | +48.0% | +32.3% |
| YTD | +31.6% | +14.2% | +17.5% | +20.1% |
| 1Y | -27.9% | +13.0% | -41.0% | -33.9% |
| All | -27.9% | +12.4% | -40.3% | -33.9% |
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