+100.0%
DAL vs ELAN
+105.8%
-5.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -13.6% | +8.4% | -21.9% | -15.4% |
| 3M | +1.2% | +1.2% | 0.0% | +0.5% |
| 6M | +34.5% | +2.6% | +31.9% | +32.4% |
| YTD | +14.7% | +5.9% | +8.7% | +11.9% |
| 1Y | +29.2% | +25.8% | +3.4% | +20.8% |
| 3Y | +100.0% | +106.8% | -6.8% | +50.2% |
| All | +100.0% | +105.8% | -5.8% | +50.2% |
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