-25.6%
ELAN vs D
+36.3%
-61.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +4.0% | -1.4% | +5.4% | +4.6% |
| 30D | +18.8% | +7.7% | +11.0% | +15.2% |
| 3M | +19.0% | -0.3% | +19.3% | +18.9% |
| 6M | +22.8% | +10.1% | +12.8% | +17.8% |
| YTD | +18.3% | +19.1% | -0.7% | +9.5% |
| 1Y | +21.8% | +15.9% | +5.9% | +13.9% |
| 3Y | +153.8% | +75.0% | +78.8% | +96.2% |
| 5Y | -18.9% | +13.4% | -32.3% | -25.8% |
| All | -25.6% | +36.3% | -61.9% | -31.6% |
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