+99.9%
ELAN vs D
+60.1%
+39.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -4.6% | -0.4% | -4.1% | -4.5% |
| 30D | +5.7% | -2.1% | +7.8% | +6.4% |
| 3M | -3.9% | -0.7% | -3.1% | -3.6% |
| 6M | -1.6% | +5.6% | -7.2% | -3.6% |
| YTD | +4.1% | +14.6% | -10.5% | -0.9% |
| 1Y | +25.5% | +15.3% | +10.2% | +19.0% |
| All | +99.9% | +60.1% | +39.8% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling