+2,218.9%
DELL vs ELAN
-28.2%
+2,247.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.4% | +10.6% | +11.6% |
| 7D | +8.2% | -5.4% | +13.7% | +10.1% |
| 30D | +17.1% | +4.7% | +12.4% | +15.4% |
| 3M | +45.2% | -3.7% | +48.8% | +45.4% |
| 6M | +286.8% | -1.2% | +288.0% | +282.4% |
| YTD | +354.8% | +2.4% | +352.4% | +345.5% |
| 1Y | +358.3% | +23.4% | +334.9% | +323.3% |
| 3Y | +724.9% | +96.7% | +628.2% | +519.0% |
| 5Y | +1,193.7% | -30.6% | +1,224.3% | +1,229.5% |
| All | +2,218.9% | -28.2% | +2,247.0% | +1,999.4% |
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 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