+59.3%
USAR vs ELAN
+94.6%
-35.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.0% | -5.6% |
| 7D | -9.3% | -6.4% | -2.9% | -8.5% |
| 30D | -15.2% | +0.6% | -15.7% | -15.1% |
| 3M | -21.1% | 0.0% | -21.1% | -21.4% |
| 6M | -21.6% | -3.4% | -18.1% | -21.5% |
| YTD | +34.8% | +1.0% | +33.8% | +34.8% |
| 1Y | +15.6% | +24.7% | -9.1% | +14.3% |
| 3Y | +57.7% | +97.2% | -39.5% | +56.6% |
| All | +59.3% | +94.6% | -35.3% | +58.2% |
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