-35.6%
ELAN vs ROP
+31.5%
-67.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -4.6% | -0.8% | -3.0% |
| 30D | +4.7% | -1.7% | +6.4% | +5.5% |
| 3M | -3.7% | +17.1% | -20.7% | -12.5% |
| 6M | -1.2% | +10.9% | -12.0% | -8.2% |
| YTD | +2.4% | -12.1% | +14.5% | +8.1% |
| 1Y | +23.4% | -24.2% | +47.6% | +41.7% |
| 3Y | +96.7% | -20.4% | +117.1% | +117.4% |
| 5Y | -30.6% | -15.4% | -15.2% | -26.8% |
| All | -35.6% | +31.5% | -67.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling