+70.5%
DOCN vs ELAN
-11.0%
+81.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | -1.1% |
| 7D | -19.2% | +11.6% | -30.8% | -22.7% |
| 30D | -43.1% | +15.1% | -58.2% | -46.3% |
| 3M | -40.7% | +6.4% | -47.1% | -42.9% |
| 6M | -55.0% | -1.7% | -53.3% | -55.9% |
| YTD | +50.6% | +13.7% | +36.9% | +37.9% |
| 1Y | +54.0% | +19.6% | +34.3% | +37.1% |
| 3Y | +203.9% | +175.0% | +28.9% | +47.5% |
| 5Y | -29.4% | -24.5% | -4.9% | -18.8% |
| All | +70.5% | -11.0% | +81.5% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling