+6.1%
DASH vs ELAN
-22.4%
+28.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.9% |
| 7D | -9.4% | -6.4% | -3.1% | -7.5% |
| 30D | -5.2% | +0.6% | -5.7% | -5.5% |
| 3M | +33.1% | 0.0% | +33.2% | +32.1% |
| 6M | +18.3% | -3.4% | +21.7% | +17.1% |
| YTD | -11.2% | +1.0% | -12.3% | -13.9% |
| 1Y | -21.9% | +24.7% | -46.6% | -30.4% |
| 3Y | +144.7% | +97.2% | +47.4% | +55.1% |
| 5Y | -4.4% | -31.5% | +27.1% | +13.9% |
| All | +6.1% | -22.4% | +28.5% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling