+25.7%
RDW vs ELF
-28.2%
+53.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | +0.9% | -11.6% | +12.5% | +4.6% |
| 30D | -21.3% | +4.6% | -25.9% | -22.9% |
| 3M | -37.9% | +59.7% | -97.6% | -46.8% |
| 6M | +12.3% | +21.2% | -9.0% | +3.8% |
| YTD | +39.7% | +27.4% | +12.3% | +25.0% |
| 1Y | +25.7% | -29.8% | +55.5% | +37.6% |
| All | +25.7% | -28.2% | +53.9% | +37.6% |
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