+25.0%
ROK vs ELAN
+13.9%
+11.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.5% |
| 7D | 0.0% | +11.7% | -11.7% | -3.4% |
| 30D | -2.5% | +12.4% | -14.9% | -6.1% |
| 3M | 0.0% | -1.1% | +1.1% | +0.1% |
| 6M | +11.6% | +12.4% | -0.9% | +5.6% |
| YTD | +15.2% | +11.8% | +3.3% | +9.7% |
| 1Y | +25.0% | +12.5% | +12.5% | +18.8% |
| All | +25.0% | +13.9% | +11.1% | +18.8% |
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