-47.3%
DOCS vs ELAN
+13.9%
-61.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +6.7% |
| 7D | +1.2% | +11.7% | -10.5% | +2.8% |
| 30D | +21.3% | +12.4% | +8.9% | +23.3% |
| 3M | +58.4% | -1.1% | +59.5% | +60.4% |
| 6M | +39.3% | +12.4% | +26.9% | +39.8% |
| YTD | -21.7% | +11.8% | -33.5% | -23.9% |
| 1Y | -47.3% | +12.5% | -59.8% | -48.9% |
| All | -47.3% | +13.9% | -61.2% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling