+313.8%
ELF vs RSG
+408.3%
-94.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.6% |
| 7D | +5.4% | +0.3% | +5.1% | +5.1% |
| 30D | +27.0% | +7.6% | +19.4% | +22.5% |
| 3M | +113.2% | +7.4% | +105.8% | +104.7% |
| 6M | +36.6% | -3.3% | +39.8% | +38.0% |
| YTD | +44.2% | +6.0% | +38.2% | +38.4% |
| 1Y | -18.0% | -3.7% | -14.3% | -17.2% |
| 3Y | -19.9% | +59.1% | -79.0% | -42.1% |
| 5Y | +257.7% | +89.0% | +168.7% | +128.8% |
| All | +313.8% | +408.3% | -94.5% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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