+237.5%
DOCN vs ELAN
+150.7%
+86.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -4.4% |
| 7D | +19.1% | +4.0% | +15.1% | +17.9% |
| 30D | -21.0% | +18.8% | -39.8% | -24.2% |
| 3M | -34.7% | +19.0% | -53.7% | -37.8% |
| 6M | -45.8% | +22.8% | -68.6% | -49.5% |
| YTD | +79.4% | +18.3% | +61.0% | +69.4% |
| 1Y | +91.0% | +21.8% | +69.2% | +78.7% |
| 3Y | +237.5% | +153.8% | +83.6% | +119.2% |
| All | +237.5% | +150.7% | +86.7% | +119.2% |
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 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