+264.0%
ON vs ELAN
-27.0%
+291.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.6% |
| 7D | -1.9% | -4.6% | +2.7% | +0.2% |
| 30D | -11.0% | +5.7% | -16.7% | -13.5% |
| 3M | -39.3% | -3.9% | -35.5% | -39.1% |
| 6M | +19.8% | -1.6% | +21.5% | +17.8% |
| YTD | +31.1% | +4.1% | +27.0% | +25.3% |
| 1Y | +46.0% | +25.5% | +20.5% | +27.2% |
| 3Y | -27.5% | +103.2% | -130.7% | -54.5% |
| 5Y | +56.9% | -29.8% | +86.7% | +69.0% |
| All | +264.0% | -27.0% | +291.0% | +205.0% |
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