-0.7%
DIS vs ELAN
-24.0%
+23.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -2.6% | +1.6% | -4.2% | -3.0% |
| 30D | +3.5% | -6.6% | +10.0% | +5.1% |
| 3M | +6.8% | -0.8% | +7.7% | +6.4% |
| 6M | +3.0% | +0.2% | +2.7% | +1.4% |
| YTD | -6.7% | +8.3% | -15.0% | -10.4% |
| 1Y | -10.1% | +40.2% | -50.3% | -20.2% |
| 3Y | +33.0% | +97.7% | -64.7% | -1.7% |
| 5Y | -40.0% | -28.3% | -11.7% | -40.2% |
| All | -0.7% | -24.0% | +23.3% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling