-27.1%
RKT vs ELAN
-7.8%
-19.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.6% |
| 7D | -6.3% | -5.4% | -0.8% | -4.4% |
| 30D | -6.2% | +4.7% | -10.9% | -7.7% |
| 3M | -1.9% | -3.7% | +1.8% | -0.9% |
| 6M | -13.0% | -1.2% | -11.8% | -13.2% |
| YTD | -31.9% | +2.4% | -34.3% | -32.9% |
| 1Y | -37.6% | +23.4% | -60.9% | -42.2% |
| 3Y | +36.8% | +96.7% | -59.9% | +0.2% |
| 5Y | -9.7% | -30.6% | +20.9% | -14.4% |
| All | -27.1% | -7.8% | -19.2% | -40.0% |
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