-16.7%
ELAN vs RL
+239.2%
-255.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.6% |
| 7D | +4.0% | +2.6% | +1.5% | +2.8% |
| 30D | +18.8% | +2.9% | +15.8% | +17.2% |
| 3M | +19.0% | 0.0% | +19.0% | +18.7% |
| 6M | +22.8% | +17.1% | +5.7% | +12.9% |
| YTD | +18.3% | +10.1% | +8.2% | +11.7% |
| 1Y | +21.8% | +17.3% | +4.5% | +11.4% |
| 3Y | +153.8% | +249.3% | -95.5% | +29.7% |
| All | -16.7% | +239.2% | -255.9% | -59.3% |
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