+28.3%
RDW vs ELF
-17.5%
+45.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.9% |
| 7D | -3.1% | +5.4% | -8.5% | -4.7% |
| 30D | -1.8% | +27.0% | -28.7% | -9.0% |
| 3M | -50.9% | +113.2% | -164.1% | -61.7% |
| 6M | +13.5% | +36.6% | -23.1% | +0.8% |
| YTD | +38.6% | +44.2% | -5.7% | +19.6% |
| 1Y | +28.3% | -18.0% | +46.2% | +34.5% |
| All | +28.3% | -17.5% | +45.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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