+52.6%
XOM vs ELAN
+13.9%
+38.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -4.1% |
| 7D | -7.0% | +11.7% | -18.7% | -5.4% |
| 30D | +3.2% | +12.4% | -9.2% | +5.2% |
| 3M | +10.7% | -1.1% | +11.8% | +10.8% |
| 6M | +11.6% | +12.4% | -0.8% | +15.5% |
| YTD | +43.5% | +11.8% | +31.6% | +50.0% |
| 1Y | +52.6% | +12.5% | +40.1% | +60.0% |
| All | +52.6% | +13.9% | +38.7% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling