-35.6%
ELAN vs RBA
+158.7%
-194.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | 0.0% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +4.7% | -2.9% | +7.6% | +5.6% |
| 3M | -3.7% | -20.9% | +17.3% | +3.5% |
| 6M | -1.2% | -17.7% | +16.5% | +4.4% |
| YTD | +2.4% | -18.2% | +20.6% | +8.0% |
| 1Y | +23.4% | -29.1% | +52.5% | +36.8% |
| 3Y | +96.7% | +29.5% | +67.2% | +73.4% |
| 5Y | -30.6% | +40.2% | -70.8% | -42.2% |
| All | -35.6% | +158.7% | -194.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling