+219.5%
DOCN vs ELAN
+146.0%
+73.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.3% | +3.8% | +6.9% |
| 7D | -12.8% | +11.4% | -24.2% | -14.9% |
| 30D | -41.9% | +17.1% | -59.0% | -44.1% |
| 3M | -36.9% | +21.3% | -58.3% | -40.2% |
| 6M | -52.2% | +13.5% | -65.7% | -54.5% |
| YTD | +62.7% | +18.6% | +44.1% | +53.6% |
| 1Y | +58.2% | +24.9% | +33.4% | +47.1% |
| 3Y | +219.5% | +161.6% | +57.9% | +105.1% |
| All | +219.5% | +146.0% | +73.4% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling