+53.1%
ROK vs ELAN
+99.1%
-45.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | -1.2% | -5.4% | +4.2% | +0.2% |
| 30D | -4.8% | +4.7% | -9.5% | -6.0% |
| 3M | -6.1% | -3.7% | -2.4% | -5.6% |
| 6M | +15.5% | -1.2% | +16.7% | +14.5% |
| YTD | +11.2% | +2.4% | +8.8% | +9.4% |
| 1Y | +23.8% | +23.4% | +0.5% | +16.3% |
| 3Y | +53.1% | +96.7% | -43.6% | +24.6% |
| All | +53.1% | +99.1% | -45.9% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling