+99.9%
ELAN vs RL
+198.9%
-99.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -0.4% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | +5.7% | -17.5% | +23.2% | +14.1% |
| 3M | -3.9% | -14.0% | +10.1% | +1.7% |
| 6M | -1.6% | -2.0% | +0.3% | -1.5% |
| YTD | +4.1% | -4.6% | +8.7% | +4.9% |
| 1Y | +25.5% | +9.5% | +16.0% | +19.3% |
| All | +99.9% | +198.9% | -99.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling