+137.0%
OKE vs ELAN
-30.9%
+168.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.8% |
| 7D | +1.2% | -5.4% | +6.7% | +1.9% |
| 30D | +4.5% | +4.7% | -0.2% | +3.8% |
| 3M | +9.6% | -3.7% | +13.3% | +9.8% |
| 6M | +15.4% | -1.2% | +16.6% | +14.2% |
| YTD | +36.5% | +2.4% | +34.1% | +33.8% |
| 1Y | +39.0% | +23.4% | +15.6% | +31.4% |
| 3Y | +74.3% | +96.7% | -22.4% | +43.4% |
| All | +137.0% | -30.9% | +168.0% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling