-30.4%
ELAN vs DD
+56.1%
-86.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | -5.4% | -3.5% | -1.9% | -3.6% |
| 30D | +4.7% | -11.7% | +16.4% | +12.0% |
| 3M | -3.7% | -9.2% | +5.6% | +1.4% |
| 6M | -1.2% | -7.2% | +6.0% | +2.6% |
| YTD | +2.4% | +6.6% | -4.2% | -1.7% |
| 1Y | +23.4% | +32.0% | -8.6% | +4.2% |
| 3Y | +96.7% | +42.1% | +54.6% | +55.5% |
| All | -30.4% | +56.1% | -86.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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