-35.6%
ELAN vs RSG
+235.1%
-270.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | +4.7% | +4.0% | +0.7% | +2.8% |
| 3M | -3.7% | +7.4% | -11.0% | -7.4% |
| 6M | -1.2% | +0.1% | -1.3% | -2.1% |
| YTD | +2.4% | +6.0% | -3.6% | -1.8% |
| 1Y | +23.4% | -3.0% | +26.3% | +23.9% |
| 3Y | +96.7% | +56.5% | +40.2% | +44.6% |
| 5Y | -30.6% | +90.9% | -121.5% | -56.2% |
| All | -35.6% | +235.1% | -270.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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