+270.2%
ELV vs RL
+308.3%
-38.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +6.7% | -15.3% | +22.1% | +10.0% |
| 3M | +3.0% | -10.3% | +13.3% | +4.8% |
| 6M | +48.0% | -2.2% | +50.2% | +47.3% |
| YTD | +20.0% | -4.3% | +24.3% | +19.9% |
| 1Y | +37.9% | +8.9% | +29.0% | +34.1% |
| 3Y | -2.8% | +201.4% | -204.3% | -27.2% |
| 5Y | +24.8% | +230.6% | -205.8% | -11.8% |
| All | +270.2% | +308.3% | -38.2% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling