-33.4%
ELAN vs ROP
+33.9%
-67.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.7% |
| 7D | +0.3% | -5.4% | +5.7% | +3.1% |
| 30D | +8.4% | -1.6% | +10.0% | +9.1% |
| 3M | +1.2% | +18.8% | -17.6% | -8.8% |
| 6M | +2.6% | +8.2% | -5.6% | -3.2% |
| YTD | +5.9% | -10.5% | +16.4% | +10.7% |
| 1Y | +25.8% | -23.7% | +49.6% | +44.2% |
| 3Y | +106.8% | -17.9% | +124.7% | +124.6% |
| 5Y | -29.3% | -15.3% | -13.9% | -25.4% |
| All | -33.4% | +33.9% | -67.3% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling