-50.3%
DOCS vs ELAN
-30.8%
-19.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | +21.8% | -6.6% | +28.4% | +23.2% |
| 3M | +27.3% | -0.8% | +28.1% | +25.9% |
| 6M | -0.3% | +0.2% | -0.6% | -3.3% |
| YTD | -40.5% | +8.3% | -48.8% | -44.2% |
| 1Y | -61.5% | +40.2% | -101.8% | -67.2% |
| 3Y | +8.2% | +97.7% | -89.6% | -29.3% |
| 5Y | -73.4% | -28.3% | -45.2% | -74.4% |
| All | -50.3% | -30.8% | -19.5% | -53.3% |
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 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