-2.5%
ROL vs ELAN
-31.8%
+29.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | -3.2% | -6.4% | +3.2% | -2.6% |
| 30D | -6.6% | +0.6% | -7.2% | -6.7% |
| 3M | -27.3% | 0.0% | -27.3% | -27.4% |
| 6M | -38.1% | -3.4% | -34.7% | -38.2% |
| YTD | -41.8% | +1.0% | -42.8% | -42.2% |
| 1Y | -37.8% | +24.7% | -62.5% | -39.6% |
| 3Y | -0.3% | +97.2% | -97.6% | -11.3% |
| All | -2.5% | -31.8% | +29.4% | +12.6% |
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 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