+499.9%
DDOG vs ELAN
-14.8%
+514.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.8% | +8.9% | +7.7% |
| 7D | +7.7% | -4.6% | +12.2% | +9.1% |
| 30D | -13.6% | +5.7% | -19.3% | -15.4% |
| 3M | -0.9% | -3.9% | +3.0% | -0.2% |
| 6M | +75.2% | -1.6% | +76.9% | +71.2% |
| YTD | +65.7% | +4.1% | +61.6% | +58.5% |
| 1Y | +60.4% | +25.5% | +34.8% | +43.4% |
| 3Y | +130.7% | +103.2% | +27.5% | +56.2% |
| 5Y | +59.9% | -29.8% | +89.7% | +56.9% |
| All | +499.9% | -14.8% | +514.7% | +443.6% |
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