-99.9%
DFNS vs ELAN
+1.4%
-101.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -73.2% | +8.4% | -81.6% | -73.5% |
| 3M | -72.4% | +1.2% | -73.7% | -72.4% |
| 6M | -95.2% | +2.6% | -97.8% | -95.2% |
| YTD | -98.0% | +5.9% | -103.9% | -98.0% |
| 1Y | -98.3% | +25.8% | -124.1% | -98.3% |
| 3Y | -99.9% | +106.8% | -206.7% | -99.9% |
| 5Y | -99.9% | -29.3% | -70.6% | -99.9% |
| All | -99.9% | +1.4% | -101.2% | -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 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