-33.4%
ELAN vs RBA
+153.4%
-186.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | +0.3% | -1.1% | +1.3% | +0.6% |
| 30D | +8.4% | -13.2% | +21.6% | +13.6% |
| 3M | +1.2% | -21.4% | +22.6% | +8.9% |
| 6M | +2.6% | -20.9% | +23.5% | +10.0% |
| YTD | +5.9% | -19.9% | +25.8% | +12.5% |
| 1Y | +25.8% | -28.7% | +54.5% | +39.1% |
| 3Y | +106.8% | +27.4% | +79.4% | +83.4% |
| 5Y | -29.3% | +41.7% | -71.0% | -41.4% |
| All | -33.4% | +153.4% | -186.8% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling