-55.1%
RIG vs ELAN
-28.2%
-27.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.3% |
| 7D | -3.1% | -5.4% | +2.4% | -1.0% |
| 30D | -0.5% | +4.7% | -5.2% | -2.6% |
| 3M | -6.0% | -3.7% | -2.3% | -5.7% |
| 6M | -10.1% | -1.2% | -8.9% | -13.3% |
| YTD | +37.3% | +2.4% | +34.9% | +30.1% |
| 1Y | +73.9% | +23.4% | +50.6% | +51.1% |
| 3Y | -30.2% | +96.7% | -126.9% | -57.4% |
| 5Y | +62.5% | -30.6% | +93.1% | +81.7% |
| All | -55.1% | -28.2% | -27.0% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling