+129.2%
NOK vs ELAN
-28.2%
+157.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.5% |
| 7D | +11.0% | -5.4% | +16.4% | +12.2% |
| 30D | +7.8% | +4.7% | +3.1% | +6.7% |
| 3M | -21.0% | -3.7% | -17.3% | -20.9% |
| 6M | +40.9% | -1.2% | +42.1% | +39.6% |
| YTD | +72.0% | +2.4% | +69.6% | +68.7% |
| 1Y | +140.9% | +23.4% | +117.5% | +126.2% |
| 3Y | +194.3% | +96.7% | +97.6% | +132.6% |
| 5Y | +112.5% | -30.6% | +143.1% | +121.4% |
| All | +129.2% | -28.2% | +157.4% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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