+392.5%
DE vs ELAN
-28.2%
+420.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -2.6% | -5.4% | +2.9% | -1.4% |
| 30D | +9.0% | +4.7% | +4.3% | +7.7% |
| 3M | +19.1% | -3.7% | +22.8% | +19.4% |
| 6M | +14.4% | -1.2% | +15.6% | +13.0% |
| YTD | +45.9% | +2.4% | +43.6% | +42.9% |
| 1Y | +43.6% | +23.4% | +20.2% | +34.1% |
| 3Y | +75.9% | +96.7% | -20.8% | +36.9% |
| 5Y | +98.8% | -30.6% | +129.4% | +111.3% |
| All | +392.5% | -28.2% | +420.6% | +357.2% |
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