-31.9%
ELAN vs RL
+199.1%
-231.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.4% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -6.6% | -7.8% | +1.2% | -3.9% |
| 3M | -0.8% | -4.0% | +3.1% | +0.2% |
| 6M | +0.2% | -1.9% | +2.1% | +0.3% |
| YTD | +8.3% | -0.2% | +8.4% | +7.3% |
| 1Y | +40.2% | +10.7% | +29.6% | +33.1% |
| 3Y | +97.7% | +210.8% | -113.0% | +23.4% |
| 5Y | -28.3% | +238.2% | -266.5% | -57.6% |
| All | -31.9% | +199.1% | -231.0% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling