+106.3%
DAL vs ELAN
-29.1%
+135.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.7% |
| 3M | +1.2% | +1.2% | 0.0% | +0.3% |
| 6M | +34.5% | +2.6% | +31.9% | +32.0% |
| YTD | +14.7% | +5.9% | +8.7% | +11.4% |
| 1Y | +29.2% | +25.8% | +3.4% | +18.8% |
| 3Y | +100.0% | +106.8% | -6.8% | +44.5% |
| 5Y | +106.3% | -29.3% | +135.6% | +147.2% |
| All | +106.3% | -29.1% | +135.4% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling