-24.5%
RCL vs ELAN
+25.6%
-50.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.2% |
| 7D | -1.9% | -5.4% | +3.5% | +0.5% |
| 30D | -15.5% | +4.7% | -20.2% | -17.4% |
| 3M | -9.7% | -3.7% | -6.0% | -9.0% |
| 6M | -8.7% | -1.2% | -7.5% | -9.8% |
| YTD | -5.8% | +2.4% | -8.1% | -7.7% |
| 1Y | -24.5% | +23.4% | -47.8% | -27.7% |
| All | -24.5% | +25.6% | -50.0% | -27.7% |
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