+118.6%
DVN vs ELAN
-30.9%
+149.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.2% |
| 7D | +4.5% | -5.4% | +9.9% | +5.3% |
| 30D | +12.0% | +4.7% | +7.3% | +11.1% |
| 3M | +13.4% | -3.7% | +17.1% | +13.5% |
| 6M | +12.1% | -1.2% | +13.3% | +10.4% |
| YTD | +38.8% | +2.4% | +36.4% | +35.5% |
| 1Y | +46.0% | +23.4% | +22.7% | +36.8% |
| 3Y | +9.5% | +96.7% | -87.2% | -12.4% |
| All | +118.6% | -30.9% | +149.6% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling