+61.0%
DAL vs ELAN
-17.8%
+78.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.3% |
| 7D | +1.4% | +11.9% | -10.5% | -2.9% |
| 30D | +9.1% | +18.3% | -9.2% | +2.3% |
| 3M | -3.5% | +19.7% | -23.2% | -10.1% |
| 6M | +23.4% | +23.7% | -0.3% | +12.8% |
| YTD | +26.0% | +17.1% | +8.9% | +16.5% |
| 1Y | +44.6% | +20.2% | +24.5% | +32.2% |
| 3Y | +162.7% | +148.1% | +14.6% | +61.7% |
| 5Y | +113.0% | -19.8% | +132.7% | +121.6% |
| All | +61.0% | -17.8% | +78.8% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling