-10.1%
DIS vs ELAN
+41.2%
-51.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -2.6% | +1.6% | -4.2% | -2.9% |
| 30D | +3.5% | -6.6% | +10.0% | +4.7% |
| 3M | +6.8% | -0.8% | +7.7% | +6.3% |
| 6M | +3.0% | +0.2% | +2.7% | +0.9% |
| YTD | -6.7% | +8.3% | -15.0% | -9.1% |
| 1Y | -10.1% | +40.2% | -50.3% | -15.2% |
| All | -10.1% | +41.2% | -51.3% | -15.2% |
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