-24.1%
OPEN vs ELAN
+96.4%
-120.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.7% | -5.1% |
| 7D | -10.5% | -6.4% | -4.2% | -7.2% |
| 30D | -21.8% | +0.6% | -22.4% | -21.9% |
| 3M | -37.5% | 0.0% | -37.5% | -38.0% |
| 6M | -44.1% | -3.4% | -40.7% | -44.6% |
| YTD | -52.0% | +1.0% | -53.0% | -53.6% |
| 1Y | -52.2% | +24.7% | -76.9% | -58.7% |
| All | -24.1% | +96.4% | -120.5% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling