+117.7%
DHR vs ELAN
-29.1%
+146.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.5% |
| 7D | -5.0% | -6.4% | +1.4% | -3.6% |
| 30D | -3.3% | +0.6% | -3.9% | -3.6% |
| 3M | +9.4% | 0.0% | +9.5% | +8.8% |
| 6M | +3.2% | -3.4% | +6.6% | +2.6% |
| YTD | -12.0% | +1.0% | -13.0% | -13.6% |
| 1Y | +4.9% | +24.7% | -19.8% | -2.1% |
| 3Y | -7.4% | +97.2% | -104.6% | -26.5% |
| 5Y | -29.8% | -31.5% | +1.8% | -30.3% |
| All | +117.7% | -29.1% | +146.8% | +101.9% |
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