-99.9%
DFNS vs ELAN
+96.4%
-196.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +2.0% |
| 7D | -3.3% | -6.4% | +3.0% | -2.4% |
| 30D | -73.1% | +0.6% | -73.7% | -73.2% |
| 3M | -71.4% | 0.0% | -71.3% | -71.1% |
| 6M | -93.8% | -3.4% | -90.4% | -93.8% |
| YTD | -98.0% | +1.0% | -99.1% | -98.0% |
| 1Y | -98.2% | +24.7% | -122.9% | -98.1% |
| All | -99.9% | +96.4% | -196.3% | -99.9% |
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 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