-31.9%
ELAN vs URA
+357.1%
-389.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | -6.6% | +7.4% | -14.0% | -8.7% |
| 3M | -0.8% | -8.4% | +7.5% | +1.0% |
| 6M | +0.2% | -12.7% | +13.0% | +3.0% |
| YTD | +8.3% | +7.8% | +0.5% | +3.5% |
| 1Y | +40.2% | +19.5% | +20.8% | +27.4% |
| 3Y | +97.7% | +116.4% | -18.7% | +37.6% |
| 5Y | -28.3% | +134.3% | -162.5% | -54.8% |
| All | -31.9% | +357.1% | -389.1% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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