-44.1%
OPEN vs ELAN
-4.8%
-39.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.7% | -5.6% |
| 7D | -10.5% | -6.4% | -4.2% | -8.3% |
| 30D | -21.8% | +0.6% | -22.4% | -21.7% |
| 3M | -37.5% | 0.0% | -37.5% | -37.7% |
| 6M | -44.1% | -3.4% | -40.7% | -44.1% |
| All | -44.1% | -4.8% | -39.3% | -44.1% |
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