+36.6%
ORLY vs ELAN
+99.1%
-62.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -2.4% | -5.4% | +3.1% | -2.2% |
| 30D | -6.8% | +4.7% | -11.5% | -6.9% |
| 3M | -4.8% | -3.7% | -1.1% | -4.7% |
| 6M | -9.1% | -1.2% | -7.9% | -9.2% |
| YTD | -5.9% | +2.4% | -8.3% | -6.1% |
| 1Y | -20.4% | +23.4% | -43.8% | -20.8% |
| 3Y | +36.6% | +96.7% | -60.1% | +28.8% |
| All | +36.6% | +99.1% | -62.5% | +28.8% |
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 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