-40.7%
DIS vs ELAN
-31.8%
-8.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.4% |
| 7D | -1.3% | -6.4% | +5.1% | +0.5% |
| 30D | +2.2% | +0.6% | +1.6% | +2.0% |
| 3M | +8.1% | 0.0% | +8.2% | +7.5% |
| 6M | +5.2% | -3.4% | +8.7% | +4.7% |
| YTD | -6.3% | +1.0% | -7.3% | -8.1% |
| 1Y | -7.3% | +24.7% | -32.0% | -14.7% |
| 3Y | +33.8% | +97.2% | -63.5% | -2.1% |
| 5Y | -40.7% | -31.5% | -9.2% | -34.5% |
| All | -40.7% | -31.8% | -8.9% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling