+96.7%
ELAN vs RJF
+69.0%
+27.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -2.7% | -2.7% | -4.3% |
| 30D | +4.7% | -4.3% | +9.0% | +6.5% |
| 3M | -3.7% | +15.7% | -19.4% | -9.6% |
| 6M | -1.2% | +17.8% | -19.0% | -8.0% |
| YTD | +2.4% | +9.2% | -6.8% | -2.3% |
| 1Y | +23.4% | +2.8% | +20.6% | +20.5% |
| 3Y | +96.7% | +69.5% | +27.2% | +41.8% |
| All | +96.7% | +69.0% | +27.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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