-22.3%
DRAM vs ELAN
+24.8%
-47.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -3.9% | -3.5% |
| 7D | +7.9% | +4.0% | +3.9% | +5.4% |
| 30D | -15.4% | +18.8% | -34.2% | -22.6% |
| 3M | -25.5% | +19.0% | -44.5% | -32.8% |
| 6M | -22.3% | +22.8% | -45.1% | -36.0% |
| All | -22.3% | +24.8% | -47.1% | -36.0% |
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