+52.6%
DOCS vs ELAN
+168.1%
-115.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -2.6% |
| 7D | -0.8% | +11.6% | -12.4% | -1.5% |
| 30D | +17.4% | +15.1% | +2.3% | +16.2% |
| 3M | +57.4% | +6.4% | +51.0% | +56.3% |
| 6M | +26.5% | -1.7% | +28.2% | +26.5% |
| YTD | -26.6% | +13.7% | -40.3% | -28.5% |
| 1Y | -48.1% | +19.6% | -67.7% | -49.8% |
| 3Y | +52.6% | +175.0% | -122.4% | +11.2% |
| All | +52.6% | +168.1% | -115.5% | +11.2% |
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