-45.7%
RDDT vs ELAN
+13.9%
-59.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +3.0% | +5.2% |
| 7D | -24.4% | +11.7% | -36.1% | -26.4% |
| 30D | -32.3% | +12.4% | -44.7% | -34.2% |
| 3M | -36.3% | -1.1% | -35.2% | -36.5% |
| 6M | -39.7% | +12.4% | -52.2% | -42.3% |
| YTD | -55.7% | +11.8% | -67.5% | -57.1% |
| 1Y | -45.7% | +12.5% | -58.2% | -47.2% |
| All | -45.7% | +13.9% | -59.6% | -47.2% |
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