+36.0%
DVN vs ELAN
+3.3%
+32.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | -4.2% |
| 7D | -16.2% | +1.9% | -18.1% | -15.7% |
| 30D | -10.7% | +5.3% | -16.0% | -9.5% |
| 3M | +2.5% | -9.7% | +12.2% | +0.8% |
| 6M | -14.8% | +3.0% | -17.8% | -11.9% |
| YTD | +19.3% | +4.6% | +14.6% | +24.7% |
| 1Y | +36.0% | +9.6% | +26.3% | +42.1% |
| All | +36.0% | +3.3% | +32.7% | +42.1% |
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