+69.9%
DAL vs ELAN
-17.9%
+87.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | +2.3% | +4.6% | -2.3% | +0.5% |
| 30D | +14.3% | +17.4% | -3.1% | +7.5% |
| 3M | +1.3% | +16.5% | -15.2% | -4.7% |
| 6M | +29.3% | +21.9% | +7.4% | +18.8% |
| YTD | +33.0% | +17.0% | +16.0% | +23.0% |
| 1Y | +59.8% | +15.8% | +44.0% | +48.0% |
| 3Y | +177.2% | +147.9% | +29.2% | +70.6% |
| 5Y | +118.4% | -19.1% | +137.5% | +126.1% |
| All | +69.9% | -17.9% | +87.8% | +42.0% |
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 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