+111.0%
RCL vs ELAN
-28.2%
+139.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.2% |
| 7D | -1.9% | -5.4% | +3.5% | +0.7% |
| 30D | -15.5% | +4.7% | -20.2% | -17.6% |
| 3M | -9.7% | -3.7% | -6.0% | -8.9% |
| 6M | -8.7% | -1.2% | -7.5% | -9.6% |
| YTD | -5.8% | +2.4% | -8.1% | -8.5% |
| 1Y | -24.5% | +23.4% | -47.8% | -33.5% |
| 3Y | +173.9% | +96.7% | +77.2% | +63.6% |
| 5Y | +228.0% | -30.6% | +258.6% | +285.0% |
| All | +111.0% | -28.2% | +139.1% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling