-34.6%
ELAN vs RGEN
+184.4%
-219.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -4.6% | -4.6% | 0.0% | -3.4% |
| 30D | +5.7% | +1.2% | +4.5% | +5.2% |
| 3M | -3.9% | +26.8% | -30.7% | -10.7% |
| 6M | -1.6% | +29.1% | -30.7% | -9.4% |
| YTD | +4.1% | +0.7% | +3.3% | +2.2% |
| 1Y | +25.5% | +39.1% | -13.5% | +12.5% |
| 3Y | +103.2% | +2.2% | +100.9% | +88.1% |
| 5Y | -29.8% | -44.0% | +14.2% | -29.3% |
| All | -34.6% | +184.4% | -219.0% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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