-6.9%
OXY vs ELAN
-28.2%
+21.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +2.8% | -5.4% | +8.3% | +4.4% |
| 30D | +5.5% | +4.7% | +0.8% | +3.8% |
| 3M | +11.3% | -3.7% | +15.0% | +11.5% |
| 6M | +11.6% | -1.2% | +12.8% | +8.2% |
| YTD | +51.6% | +2.4% | +49.2% | +44.6% |
| 1Y | +36.2% | +23.4% | +12.8% | +21.3% |
| 3Y | +1.7% | +96.7% | -95.0% | -30.9% |
| 5Y | +164.5% | -30.6% | +195.1% | +193.5% |
| All | -6.9% | -28.2% | +21.3% | -14.6% |
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