+39.0%
DOCS vs ELAN
+148.1%
-109.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.1% | +11.9% | -11.8% | -0.7% |
| 30D | +8.7% | +18.3% | -9.6% | +7.5% |
| 3M | +32.9% | +19.7% | +13.1% | +31.3% |
| 6M | +25.5% | +23.7% | +1.9% | +22.6% |
| YTD | -25.0% | +17.1% | -42.1% | -26.9% |
| 1Y | -34.9% | +20.2% | -55.0% | -36.8% |
| All | +39.0% | +148.1% | -109.1% | -2.2% |
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