+48.7%
DAL vs ELAN
-24.0%
+72.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.5% |
| 30D | -13.9% | -6.6% | -7.4% | -12.1% |
| 3M | +1.1% | -0.8% | +1.9% | +0.7% |
| 6M | +26.2% | +0.2% | +26.0% | +24.3% |
| YTD | +16.4% | +8.3% | +8.2% | +11.1% |
| 1Y | +33.9% | +40.2% | -6.4% | +14.9% |
| 3Y | +93.4% | +97.7% | -4.4% | +30.4% |
| 5Y | +106.4% | -28.3% | +134.6% | +125.0% |
| All | +48.7% | -24.0% | +72.7% | +28.3% |
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