-33.4%
ELAN vs DAR
+257.5%
-291.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -3.2% |
| 7D | +0.3% | -0.9% | +1.1% | +0.5% |
| 30D | +8.4% | +13.0% | -4.6% | +3.5% |
| 3M | +1.2% | +15.0% | -13.8% | -4.4% |
| 6M | +2.6% | +26.8% | -24.2% | -7.0% |
| YTD | +5.9% | +86.4% | -80.5% | -16.4% |
| 1Y | +25.8% | +115.1% | -89.3% | -6.6% |
| 3Y | +106.8% | +14.6% | +92.2% | +84.9% |
| 5Y | -29.3% | -8.8% | -20.5% | -33.7% |
| All | -33.4% | +257.5% | -291.0% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling