-10.9%
DOW vs ELAN
-27.2%
+16.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -6.0% | -4.6% | -1.4% | -4.8% |
| 30D | -2.7% | +5.7% | -8.4% | -4.4% |
| 3M | -10.5% | -3.9% | -6.6% | -10.2% |
| 6M | -12.4% | -1.6% | -10.8% | -14.4% |
| YTD | +30.0% | +4.1% | +26.0% | +24.7% |
| 1Y | +27.8% | +25.5% | +2.3% | +15.2% |
| 3Y | -34.9% | +103.2% | -138.1% | -53.2% |
| 5Y | -35.9% | -29.8% | -6.1% | -33.4% |
| All | -10.9% | -27.2% | +16.2% | -15.9% |
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