-35.6%
ELAN vs RL
+188.8%
-224.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.1% |
| 7D | -5.4% | -3.4% | -2.0% | -4.2% |
| 30D | +4.7% | -14.4% | +19.1% | +11.0% |
| 3M | -3.7% | -13.6% | +9.9% | +1.3% |
| 6M | -1.2% | +0.6% | -1.8% | -2.0% |
| YTD | +2.4% | -3.6% | +6.0% | +2.9% |
| 1Y | +23.4% | +8.3% | +15.0% | +18.2% |
| 3Y | +96.7% | +204.8% | -108.1% | +23.7% |
| 5Y | -30.6% | +232.9% | -263.5% | -58.7% |
| All | -35.6% | +188.8% | -224.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling