+114.1%
DASH vs ELAN
+146.0%
-31.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.2% |
| 7D | -4.8% | +11.4% | -16.2% | -6.1% |
| 30D | -7.9% | +17.1% | -25.0% | -9.7% |
| 3M | -16.3% | +21.3% | -37.7% | -18.3% |
| 6M | +10.4% | +13.5% | -3.1% | +8.2% |
| YTD | -20.1% | +18.6% | -38.7% | -22.3% |
| 1Y | -11.4% | +24.9% | -36.3% | -14.4% |
| 3Y | +114.1% | +161.6% | -47.5% | +69.4% |
| All | +114.1% | +146.0% | -31.9% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling