-22.5%
DIS vs ELAN
-18.8%
-3.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.3% |
| 7D | +1.9% | +4.0% | -2.1% | +0.8% |
| 30D | +9.2% | +18.8% | -9.6% | +4.0% |
| 3M | +13.5% | +19.0% | -5.4% | +8.0% |
| 6M | +14.3% | +22.8% | -8.6% | +6.9% |
| YTD | +5.4% | +18.3% | -13.0% | -1.2% |
| 1Y | +12.2% | +21.8% | -9.6% | +4.1% |
| 3Y | +37.2% | +153.8% | -116.6% | -6.4% |
| All | -22.5% | -18.8% | -3.7% | -19.5% |
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