-29.7%
RIG vs ELF
-27.2%
-2.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.4% |
| 7D | -8.2% | -6.8% | -1.4% | -7.5% |
| 30D | -0.2% | +5.1% | -5.3% | -0.9% |
| 3M | -2.7% | +79.8% | -82.5% | -10.4% |
| 6M | -7.5% | +29.7% | -37.2% | -11.2% |
| YTD | +38.3% | +31.6% | +6.6% | +31.8% |
| 1Y | +81.8% | -27.9% | +109.8% | +86.1% |
| All | -29.7% | -27.2% | -2.5% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling