-34.6%
ELAN vs RMBS
+684.0%
-718.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.0% |
| 7D | -4.6% | +3.5% | -8.0% | -5.4% |
| 30D | +5.7% | -8.6% | +14.3% | +7.7% |
| 3M | -3.9% | -40.3% | +36.4% | +7.4% |
| 6M | -1.6% | -1.0% | -0.6% | -6.3% |
| YTD | +4.1% | -4.6% | +8.7% | -1.6% |
| 1Y | +25.5% | +17.6% | +8.0% | +8.9% |
| 3Y | +103.2% | +58.6% | +44.5% | +47.4% |
| 5Y | -29.8% | +270.9% | -300.7% | -64.9% |
| All | -34.6% | +684.0% | -718.6% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling