+71.5%
DAL vs ELAN
-17.0%
+88.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +10.7% | +8.9% | +1.8% | +7.2% |
| 30D | +12.5% | +16.8% | -4.2% | +6.0% |
| 3M | +3.6% | +20.1% | -16.5% | -3.6% |
| 6M | +26.7% | +13.2% | +13.6% | +19.6% |
| YTD | +34.3% | +18.3% | +16.0% | +23.7% |
| 1Y | +59.1% | +20.2% | +39.0% | +45.3% |
| 3Y | +179.9% | +150.6% | +29.3% | +71.6% |
| 5Y | +119.1% | -18.9% | +138.0% | +126.9% |
| All | +71.5% | -17.0% | +88.5% | +42.8% |
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