+98.1%
DLR vs ELAN
-29.1%
+127.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.4% |
| 7D | -1.3% | -6.4% | +5.1% | -0.1% |
| 30D | -2.9% | +0.6% | -3.4% | -3.1% |
| 3M | +3.2% | 0.0% | +3.3% | +2.7% |
| 6M | +3.9% | -3.4% | +7.3% | +3.4% |
| YTD | +21.4% | +1.0% | +20.4% | +19.7% |
| 1Y | +9.7% | +24.7% | -15.0% | +3.6% |
| 3Y | +56.5% | +97.2% | -40.7% | +27.7% |
| 5Y | +41.5% | -31.5% | +73.0% | +41.1% |
| All | +98.1% | -29.1% | +127.2% | +73.7% |
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