-35.7%
DOW vs ELAN
+99.1%
-134.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.3% |
| 7D | -1.4% | -5.4% | +4.0% | -0.5% |
| 30D | -3.9% | +4.7% | -8.6% | -4.9% |
| 3M | -12.7% | -3.7% | -9.0% | -12.5% |
| 6M | -13.7% | -1.2% | -12.5% | -15.1% |
| YTD | +28.4% | +2.4% | +26.0% | +25.1% |
| 1Y | +21.8% | +23.4% | -1.6% | +13.2% |
| 3Y | -35.7% | +96.7% | -132.4% | -46.7% |
| All | -35.7% | +99.1% | -134.8% | -46.7% |
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