-7.7%
DIS vs ELAN
+25.6%
-33.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +1.2% | -5.4% | +6.6% | +2.4% |
| 30D | +3.2% | +4.7% | -1.5% | +2.2% |
| 3M | +7.0% | -3.7% | +10.7% | +7.2% |
| 6M | +6.4% | -1.2% | +7.6% | +4.7% |
| YTD | -5.6% | +2.4% | -8.0% | -7.0% |
| 1Y | -7.7% | +23.4% | -31.1% | -10.9% |
| All | -7.7% | +25.6% | -33.3% | -10.9% |
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