+101.5%
DLR vs ELAN
-28.2%
+129.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.5% |
| 7D | +0.1% | -5.4% | +5.5% | +1.1% |
| 30D | -4.3% | +4.7% | -9.0% | -5.2% |
| 3M | +3.8% | -3.7% | +7.5% | +4.1% |
| 6M | +5.8% | -1.2% | +7.0% | +4.9% |
| YTD | +23.5% | +2.4% | +21.2% | +21.4% |
| 1Y | +11.1% | +23.4% | -12.3% | +5.2% |
| 3Y | +57.9% | +96.7% | -38.8% | +28.9% |
| 5Y | +44.0% | -30.6% | +74.6% | +43.2% |
| All | +101.5% | -28.2% | +129.7% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling