-34.6%
ELAN vs RRC
+150.3%
-184.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.6% | -1.7% | -2.8% | -4.3% |
| 30D | +5.7% | +3.6% | +2.1% | +5.2% |
| 3M | -3.9% | +8.8% | -12.7% | -5.2% |
| 6M | -1.6% | +0.8% | -2.4% | -2.3% |
| YTD | +4.1% | +19.0% | -14.9% | +0.7% |
| 1Y | +25.5% | +22.9% | +2.6% | +20.5% |
| 3Y | +103.2% | +32.3% | +70.9% | +90.8% |
| 5Y | -29.8% | +151.6% | -181.4% | -41.0% |
| All | -34.6% | +150.3% | -184.9% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling