-31.9%
ELAN vs D
+32.7%
-64.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +1.6% | +1.5% | +0.2% | +1.0% |
| 30D | -6.6% | -2.6% | -4.0% | -5.6% |
| 3M | -0.8% | 0.0% | -0.9% | -0.9% |
| 6M | +0.2% | +7.4% | -7.1% | -3.0% |
| YTD | +8.3% | +15.9% | -7.6% | +1.5% |
| 1Y | +40.2% | +18.1% | +22.1% | +30.0% |
| 3Y | +97.7% | +58.4% | +39.4% | +59.2% |
| 5Y | -28.3% | +5.2% | -33.5% | -32.3% |
| All | -31.9% | +32.7% | -64.6% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling