+212.2%
DOCN vs ELAN
-18.5%
+230.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.5% |
| 7D | +26.5% | -4.6% | +31.1% | +28.8% |
| 30D | +2.3% | +5.7% | -3.4% | -1.0% |
| 3M | -21.2% | -3.9% | -17.3% | -21.6% |
| 6M | +130.6% | -1.6% | +132.2% | +124.5% |
| YTD | +175.7% | +4.1% | +171.6% | +162.5% |
| 1Y | +286.6% | +25.5% | +261.0% | +234.0% |
| 3Y | +394.1% | +103.2% | +290.9% | +185.5% |
| 5Y | +92.1% | -29.8% | +121.8% | +128.6% |
| All | +212.2% | -18.5% | +230.7% | +309.2% |
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