+112.6%
ROKU vs ELAN
-28.2%
+140.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | -0.4% | -5.4% | +5.0% | +1.9% |
| 30D | +2.1% | +4.7% | -2.6% | -0.1% |
| 3M | +29.5% | -3.7% | +33.2% | +30.1% |
| 6M | +53.8% | -1.2% | +55.0% | +50.5% |
| YTD | +42.8% | +2.4% | +40.4% | +37.5% |
| 1Y | +60.7% | +23.4% | +37.4% | +41.8% |
| 3Y | +83.9% | +96.7% | -12.8% | +16.0% |
| 5Y | -52.8% | -30.6% | -22.2% | -53.1% |
| All | +112.6% | -28.2% | +140.8% | +112.2% |
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