+19.8%
ON vs ELAN
+1.9%
+17.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.4% |
| 7D | -1.9% | -4.6% | +2.7% | -0.5% |
| 30D | -11.0% | +5.7% | -16.7% | -12.9% |
| 3M | -39.3% | -3.9% | -35.5% | -39.4% |
| 6M | +19.8% | -1.6% | +21.5% | +18.1% |
| All | +19.8% | +1.9% | +17.9% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling