+2.0%
RDW vs ELAN
-26.2%
+28.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | +0.9% | -5.4% | +6.3% | +2.6% |
| 30D | -21.3% | +4.7% | -26.0% | -22.6% |
| 3M | -37.9% | -3.7% | -34.2% | -38.3% |
| 6M | +12.3% | -1.2% | +13.5% | +10.2% |
| YTD | +39.7% | +2.4% | +37.4% | +36.1% |
| 1Y | +25.7% | +23.4% | +2.3% | +14.4% |
| 3Y | +230.8% | +96.7% | +134.2% | +120.3% |
| 5Y | -8.8% | -30.6% | +21.8% | -14.6% |
| All | +2.0% | -26.2% | +28.2% | -3.5% |
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