+130.0%
RSP vs ELAN
-25.7%
+155.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.5% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | -1.5% | +8.4% | -9.9% | -3.4% |
| 3M | +4.8% | +1.2% | +3.6% | +3.9% |
| 6M | +10.3% | +2.6% | +7.7% | +8.0% |
| YTD | +14.1% | +5.9% | +8.1% | +10.7% |
| 1Y | +17.0% | +25.8% | -8.8% | +8.5% |
| 3Y | +54.2% | +106.8% | -52.6% | +17.6% |
| 5Y | +51.5% | -29.3% | +80.8% | +57.8% |
| All | +130.0% | -25.7% | +155.7% | +108.0% |
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