+60.4%
DAL vs ELAN
-17.0%
+77.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.1% | +4.0% | -5.1% | -2.5% |
| 30D | +12.8% | +18.8% | -5.9% | +5.7% |
| 3M | -5.3% | +19.0% | -24.2% | -11.6% |
| 6M | +22.4% | +22.8% | -0.5% | +12.1% |
| YTD | +25.6% | +18.3% | +7.3% | +15.7% |
| 1Y | +45.5% | +21.8% | +23.7% | +32.3% |
| 3Y | +161.0% | +153.8% | +7.1% | +59.1% |
| 5Y | +112.2% | -18.9% | +131.2% | +119.9% |
| All | +60.4% | -17.0% | +77.4% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling