+28.6%
ELV vs RL
+9.8%
+18.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.9% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -0.2% | -17.5% | +17.3% | +2.0% |
| 3M | -6.1% | -14.0% | +7.9% | -4.5% |
| 6M | +42.8% | -2.0% | +44.8% | +41.6% |
| YTD | +14.4% | -4.6% | +19.0% | +14.1% |
| 1Y | +28.6% | +9.5% | +19.1% | +21.6% |
| All | +28.6% | +9.8% | +18.8% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling