-34.7%
ROL vs ELAN
+13.9%
-48.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.3% | +2.3% |
| 7D | +14.6% | +11.7% | +2.8% | +13.0% |
| 30D | +29.3% | +12.4% | +16.8% | +27.3% |
| 3M | +2.0% | -1.1% | +3.1% | +1.8% |
| 6M | -28.5% | +12.4% | -41.0% | -30.3% |
| YTD | -35.3% | +11.8% | -47.2% | -36.4% |
| 1Y | -34.7% | +12.5% | -47.2% | -36.2% |
| All | -34.7% | +13.9% | -48.5% | -36.2% |
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 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