+60.5%
XOM vs ELAN
+99.1%
-38.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +4.1% | -5.4% | +9.5% | +4.2% |
| 30D | +4.6% | +4.7% | -0.1% | +4.4% |
| 3M | +14.0% | -3.7% | +17.6% | +14.0% |
| 6M | +11.0% | -1.2% | +12.2% | +10.7% |
| YTD | +40.7% | +2.4% | +38.3% | +39.9% |
| 1Y | +52.3% | +23.4% | +28.9% | +49.0% |
| 3Y | +60.5% | +96.7% | -36.2% | +55.1% |
| All | +60.5% | +99.1% | -38.6% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling