+143.9%
DASH vs ELAN
+105.8%
+38.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.2% | -5.0% |
| 7D | -11.2% | +0.3% | -11.4% | -11.2% |
| 30D | -7.3% | +8.4% | -15.7% | -8.4% |
| 3M | +31.4% | +1.2% | +30.2% | +30.8% |
| 6M | +11.9% | +2.6% | +9.3% | +10.6% |
| YTD | -11.5% | +5.9% | -17.4% | -13.0% |
| 1Y | -20.0% | +25.8% | -45.8% | -23.7% |
| 3Y | +143.9% | +106.8% | +37.1% | +78.7% |
| All | +143.9% | +105.8% | +38.2% | +78.7% |
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