-15.2%
RDW vs ELAN
+3.3%
-18.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -6.4% | -13.4% | -17.7% |
| 7D | -32.4% | +1.9% | -34.3% | -32.3% |
| 30D | -41.7% | +5.3% | -47.1% | -42.2% |
| 3M | -42.3% | -9.7% | -32.6% | -40.2% |
| 6M | -28.8% | +3.0% | -31.8% | -33.0% |
| YTD | -18.6% | +4.6% | -23.2% | -21.9% |
| 1Y | -15.2% | +9.6% | -24.8% | -18.9% |
| All | -15.2% | +3.3% | -18.5% | -18.9% |
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