-30.4%
ELAN vs RL
+232.4%
-262.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.0% |
| 7D | -5.4% | -3.4% | -2.0% | -4.0% |
| 30D | +4.7% | -14.4% | +19.1% | +12.0% |
| 3M | -3.7% | -13.6% | +9.9% | +2.1% |
| 6M | -1.2% | +0.6% | -1.8% | -2.3% |
| YTD | +2.4% | -3.6% | +6.0% | +2.7% |
| 1Y | +23.4% | +8.3% | +15.0% | +17.0% |
| 3Y | +96.7% | +204.8% | -108.1% | +9.3% |
| All | -30.4% | +232.4% | -262.8% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling