-36.5%
ELAN vs RNG
-23.4%
-13.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.8% |
| 7D | -6.4% | -9.6% | +3.2% | -4.7% |
| 30D | +0.6% | +8.8% | -8.2% | -1.1% |
| 3M | 0.0% | +78.6% | -78.7% | -11.1% |
| 6M | -3.4% | +70.3% | -73.7% | -14.6% |
| YTD | +1.0% | +140.3% | -139.3% | -18.2% |
| 1Y | +24.7% | +126.6% | -101.9% | +1.7% |
| 3Y | +97.2% | +120.2% | -23.0% | +57.0% |
| 5Y | -31.5% | -68.3% | +36.8% | -33.4% |
| All | -36.5% | -23.4% | -13.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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