+16.8%
SLB vs ELAN
-24.0%
+40.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +0.8% | +1.6% | -0.8% | +0.4% |
| 30D | +15.8% | -6.6% | +22.4% | +17.6% |
| 3M | -0.3% | -0.8% | +0.5% | -0.9% |
| 6M | +21.3% | +0.2% | +21.1% | +18.9% |
| YTD | +52.3% | +8.3% | +44.0% | +45.8% |
| 1Y | +63.6% | +40.2% | +23.4% | +44.1% |
| 3Y | +3.8% | +97.7% | -94.0% | -24.8% |
| 5Y | +128.6% | -28.3% | +156.9% | +147.0% |
| All | +16.8% | -24.0% | +40.8% | +3.1% |
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