-30.4%
ELAN vs RMBS
+265.4%
-295.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | -5.4% | +1.8% | -7.2% | -5.8% |
| 30D | +4.7% | -13.9% | +18.6% | +7.7% |
| 3M | -3.7% | -39.8% | +36.1% | +5.7% |
| 6M | -1.2% | -6.0% | +4.8% | -3.8% |
| YTD | +2.4% | -5.4% | +7.7% | -2.0% |
| 1Y | +23.4% | -1.8% | +25.2% | +14.9% |
| 3Y | +96.7% | +53.7% | +43.0% | +50.9% |
| All | -30.4% | +265.4% | -295.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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