-31.3%
ELAN vs ROP
-16.2%
-15.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.7% |
| 7D | -6.4% | -8.0% | +1.6% | -2.6% |
| 30D | +0.6% | -2.7% | +3.3% | +1.7% |
| 3M | 0.0% | +16.6% | -16.6% | -8.5% |
| 6M | -3.4% | +10.4% | -13.8% | -9.4% |
| YTD | +1.0% | -12.1% | +13.1% | +7.9% |
| 1Y | +24.7% | -23.6% | +48.3% | +45.2% |
| 3Y | +97.2% | -19.3% | +116.6% | +117.7% |
| All | -31.3% | -16.2% | -15.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling