+9.5%
DVN vs ELAN
+99.1%
-89.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.3% |
| 7D | +4.5% | -5.4% | +9.9% | +4.9% |
| 30D | +12.0% | +4.7% | +7.3% | +11.5% |
| 3M | +13.4% | -3.7% | +17.1% | +13.4% |
| 6M | +12.1% | -1.2% | +13.3% | +11.1% |
| YTD | +38.8% | +2.4% | +36.4% | +36.6% |
| 1Y | +46.0% | +23.4% | +22.7% | +39.2% |
| 3Y | +9.5% | +96.7% | -87.2% | -4.5% |
| All | +9.5% | +99.1% | -89.6% | -4.5% |
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