+30.2%
DIS vs ELAN
+102.3%
-72.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.5% |
| 7D | -3.5% | -4.6% | +1.1% | -2.6% |
| 30D | +1.0% | +5.7% | -4.7% | -0.2% |
| 3M | +5.7% | -3.9% | +9.6% | +6.1% |
| 6M | +3.3% | -1.6% | +4.9% | +2.5% |
| YTD | -7.7% | +4.1% | -11.8% | -9.4% |
| 1Y | -10.0% | +25.5% | -35.5% | -14.9% |
| All | +30.2% | +102.3% | -72.1% | +4.9% |
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