+62.5%
DRAM vs ELAN
+12.2%
+50.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.0% | -8.3% | -6.5% |
| 7D | -16.6% | +11.7% | -28.4% | -20.6% |
| 30D | -26.9% | +12.4% | -39.3% | -30.7% |
| 3M | -17.8% | -1.1% | -16.7% | -17.2% |
| 6M | +6.2% | +12.4% | -6.2% | -1.7% |
| All | +62.5% | +12.2% | +50.3% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling