-31.5%
ELAN vs RBA
+36.6%
-68.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -2.0% | -2.6% |
| 7D | -6.4% | -3.3% | -3.1% | -5.3% |
| 30D | +0.6% | -9.8% | +10.4% | +4.0% |
| 3M | 0.0% | -23.5% | +23.4% | +8.3% |
| 6M | -3.4% | -21.5% | +18.1% | +3.5% |
| YTD | +1.0% | -21.2% | +22.2% | +7.6% |
| 1Y | +24.7% | -30.2% | +54.9% | +38.7% |
| 3Y | +97.2% | +25.3% | +71.9% | +76.6% |
| 5Y | -31.5% | +35.1% | -66.6% | -41.0% |
| All | -31.5% | +36.6% | -68.1% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling