+167.1%
RTX vs ELAN
-25.7%
+192.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -3.1% | +0.3% | -3.3% | -3.2% |
| 30D | -10.6% | +8.4% | -18.9% | -12.2% |
| 3M | +11.6% | +1.2% | +10.4% | +10.7% |
| 6M | -4.5% | +2.6% | -7.1% | -6.4% |
| YTD | +9.6% | +5.9% | +3.7% | +6.4% |
| 1Y | +30.8% | +25.8% | +5.0% | +21.8% |
| 3Y | +152.8% | +106.8% | +46.0% | +92.9% |
| 5Y | +167.1% | -29.3% | +196.4% | +198.4% |
| All | +167.1% | -25.7% | +192.8% | +138.3% |
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