+24.7%
ELAN vs D
+15.9%
+8.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -6.4% | -1.6% | -4.8% | -6.2% |
| 30D | +0.6% | -3.5% | +4.1% | +1.1% |
| 3M | 0.0% | -1.6% | +1.5% | +0.4% |
| 6M | -3.4% | +5.8% | -9.2% | -4.1% |
| YTD | +1.0% | +14.5% | -13.5% | -0.9% |
| 1Y | +24.7% | +14.2% | +10.6% | +24.2% |
| All | +24.7% | +15.9% | +8.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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