-51.9%
DOCN vs ELAN
+13.1%
-65.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.3% | +3.8% | +8.0% |
| 7D | -12.8% | +11.4% | -24.2% | -12.1% |
| 30D | -41.9% | +17.1% | -59.0% | -40.8% |
| 3M | -36.9% | +21.3% | -58.3% | -35.7% |
| All | -51.9% | +13.1% | -65.0% | -53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling