-23.1%
DASH vs ELAN
+23.9%
-47.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | -12.8% | -4.6% | -8.2% | -12.3% |
| 30D | -6.0% | +5.7% | -11.7% | -6.5% |
| 3M | +26.7% | -3.9% | +30.6% | +26.6% |
| 6M | +11.7% | -1.6% | +13.3% | +10.7% |
| YTD | -12.9% | +4.1% | -17.0% | -13.2% |
| 1Y | -23.1% | +25.5% | -48.6% | -24.8% |
| All | -23.1% | +23.9% | -47.1% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling