-52.0%
ROKU vs ELAN
-30.9%
-21.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.1% |
| 7D | -0.4% | -5.4% | +5.0% | +2.1% |
| 30D | +2.1% | +4.7% | -2.6% | -0.4% |
| 3M | +29.5% | -3.7% | +33.2% | +30.0% |
| 6M | +53.8% | -1.2% | +55.0% | +49.8% |
| YTD | +42.8% | +2.4% | +40.4% | +36.4% |
| 1Y | +60.7% | +23.4% | +37.4% | +38.7% |
| 3Y | +83.9% | +96.7% | -12.8% | +0.4% |
| All | -52.0% | -30.9% | -21.1% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling