+72.4%
UBER vs ELAN
-29.5%
+101.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | -5.4% | -5.4% | 0.0% | -3.6% |
| 30D | -4.9% | +4.7% | -9.6% | -6.5% |
| 3M | +3.0% | -3.7% | +6.7% | +3.5% |
| 6M | -4.4% | -1.2% | -3.2% | -6.0% |
| YTD | -12.3% | +2.4% | -14.7% | -15.2% |
| 1Y | -24.3% | +23.4% | -47.7% | -31.9% |
| 3Y | +46.4% | +96.7% | -50.2% | -0.7% |
| 5Y | +79.7% | -30.6% | +110.3% | +99.4% |
| All | +72.4% | -29.5% | +101.9% | +62.7% |
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