+2,419.4%
ELV vs RL
+2,098.9%
+320.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.2% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | +4.2% | -7.8% | +11.9% | +5.9% |
| 3M | -0.1% | -4.0% | +3.9% | +0.5% |
| 6M | +41.3% | -1.9% | +43.1% | +40.4% |
| YTD | +17.4% | -0.2% | +17.6% | +16.1% |
| 1Y | +35.1% | +10.7% | +24.4% | +30.4% |
| 3Y | -3.2% | +210.8% | -214.0% | -29.2% |
| 5Y | +15.6% | +238.2% | -222.6% | -19.9% |
| 10Y | +276.8% | +313.4% | -36.6% | +131.3% |
| All | +2,419.4% | +2,098.9% | +320.5% | +852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling