-98.3%
DFNS vs ELAN
+25.6%
-123.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.5% |
| 7D | -6.3% | -5.4% | -0.9% | -2.6% |
| 30D | -74.0% | +4.7% | -78.7% | -75.5% |
| 3M | -70.1% | -3.7% | -66.5% | -68.8% |
| 6M | -93.9% | -1.2% | -92.7% | -93.8% |
| YTD | -98.1% | +2.4% | -100.5% | -98.1% |
| 1Y | -98.3% | +23.4% | -121.7% | -98.9% |
| All | -98.3% | +25.6% | -123.9% | -98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling