+60.1%
DOCN vs ELAN
-27.7%
+87.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.1% | +1.6% | -0.5% | +0.3% |
| 30D | -9.6% | -6.6% | -3.1% | -7.8% |
| 3M | -37.7% | -0.8% | -36.8% | -38.8% |
| 6M | +115.2% | +0.2% | +115.0% | +107.9% |
| YTD | +133.7% | +8.3% | +125.5% | +118.5% |
| 1Y | +250.2% | +40.2% | +209.9% | +185.6% |
| 3Y | +320.3% | +97.7% | +222.6% | +141.6% |
| All | +60.1% | -27.7% | +87.8% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling