+26.5%
DOCS vs ELAN
+10.7%
+15.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | +0.4% |
| 7D | -0.8% | +11.6% | -12.4% | +3.0% |
| 30D | +17.4% | +15.1% | +2.3% | +23.2% |
| 3M | +57.4% | +6.4% | +51.0% | +62.0% |
| 6M | +26.5% | -1.7% | +28.2% | +29.3% |
| All | +26.5% | +10.7% | +15.8% | +29.3% |
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