-31.5%
ELAN vs DAR
-6.7%
-24.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.4% |
| 7D | -6.4% | +0.9% | -7.3% | -6.7% |
| 30D | +0.6% | +6.4% | -5.9% | -1.7% |
| 3M | 0.0% | +13.2% | -13.3% | -4.7% |
| 6M | -3.4% | +26.2% | -29.6% | -11.7% |
| YTD | +1.0% | +84.4% | -83.3% | -18.9% |
| 1Y | +24.7% | +112.0% | -87.3% | -5.4% |
| 3Y | +97.2% | +13.4% | +83.9% | +79.0% |
| 5Y | -31.5% | -6.0% | -25.5% | -35.6% |
| All | -31.5% | -6.7% | -24.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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