-35.6%
ELAN vs RRC
+147.4%
-183.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | +4.7% | +2.7% | +2.0% | +4.3% |
| 3M | -3.7% | +8.8% | -12.5% | -4.9% |
| 6M | -1.2% | -1.2% | 0.0% | -1.6% |
| YTD | +2.4% | +17.6% | -15.2% | -0.8% |
| 1Y | +23.4% | +18.4% | +4.9% | +19.1% |
| 3Y | +96.7% | +33.1% | +63.6% | +84.6% |
| 5Y | -30.6% | +148.2% | -178.8% | -41.5% |
| All | -35.6% | +147.4% | -183.0% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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