+94.1%
ELAN vs RBA
+25.0%
+69.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -2.0% | -2.6% |
| 7D | -6.4% | -3.3% | -3.1% | -5.4% |
| 30D | +0.6% | -9.8% | +10.4% | +3.8% |
| 3M | 0.0% | -23.5% | +23.4% | +7.7% |
| 6M | -3.4% | -21.5% | +18.1% | +3.0% |
| YTD | +1.0% | -21.2% | +22.2% | +6.9% |
| 1Y | +24.7% | -30.2% | +54.9% | +38.6% |
| All | +94.1% | +25.0% | +69.0% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling