+45.1%
DAL vs ELAN
-29.1%
+74.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.5% |
| 7D | -0.6% | -6.4% | +5.7% | +1.8% |
| 30D | -13.5% | +0.6% | -14.0% | -13.8% |
| 3M | +2.6% | 0.0% | +2.6% | +1.8% |
| 6M | +32.7% | -3.4% | +36.1% | +32.4% |
| YTD | +13.6% | +1.0% | +12.6% | +11.2% |
| 1Y | +28.8% | +24.7% | +4.1% | +15.7% |
| 3Y | +98.2% | +97.2% | +0.9% | +32.9% |
| 5Y | +105.9% | -31.5% | +137.5% | +127.7% |
| All | +45.1% | -29.1% | +74.2% | +28.5% |
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