+77.7%
ELAN vs RBRK
+124.5%
-46.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.6% |
| 7D | -5.4% | -7.5% | +2.1% | -4.7% |
| 30D | +4.7% | -10.4% | +15.1% | +5.5% |
| 3M | -3.7% | +21.3% | -24.9% | -6.5% |
| 6M | -1.2% | +50.6% | -51.8% | -7.3% |
| YTD | +2.4% | +13.3% | -10.9% | -0.9% |
| 1Y | +23.4% | +11.2% | +12.1% | +18.7% |
| All | +77.7% | +124.5% | -46.8% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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