+273.6%
ORLY vs ELAN
-28.2%
+301.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.4% | -5.4% | +3.1% | -1.7% |
| 30D | -6.8% | +4.7% | -11.5% | -7.3% |
| 3M | -4.8% | -3.7% | -1.1% | -4.5% |
| 6M | -9.1% | -1.2% | -7.9% | -9.7% |
| YTD | -5.9% | +2.4% | -8.3% | -7.1% |
| 1Y | -20.4% | +23.4% | -43.8% | -23.5% |
| 3Y | +36.6% | +96.7% | -60.1% | +17.1% |
| 5Y | +117.3% | -30.6% | +147.9% | +136.4% |
| All | +273.6% | -28.2% | +301.8% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling