-16.3%
ORLY vs ELAN
+41.2%
-57.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.7% | +1.6% | -2.3% | -0.8% |
| 30D | -5.9% | -6.6% | +0.6% | -5.6% |
| 3M | -0.6% | -0.8% | +0.3% | -0.6% |
| 6M | -6.8% | +0.2% | -7.0% | -7.2% |
| YTD | -3.6% | +8.3% | -11.9% | -4.7% |
| 1Y | -16.3% | +40.2% | -56.6% | -19.8% |
| All | -16.3% | +41.2% | -57.5% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling