-84.3%
OPEN vs ELAN
-30.9%
-53.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -1.4% |
| 7D | -11.4% | -5.4% | -6.0% | -7.5% |
| 30D | -20.1% | +4.7% | -24.8% | -22.8% |
| 3M | -37.6% | -3.7% | -33.9% | -36.7% |
| 6M | -47.1% | -1.2% | -45.9% | -49.1% |
| YTD | -52.1% | +2.4% | -54.5% | -55.5% |
| 1Y | -73.5% | +23.4% | -96.9% | -78.8% |
| 3Y | -24.4% | +96.7% | -121.1% | -67.8% |
| All | -84.3% | -30.9% | -53.4% | -75.0% |
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 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