-25.4%
ELAN vs DECK
+381.0%
-406.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +2.9% |
| 7D | +11.4% | +6.4% | +5.0% | +9.2% |
| 30D | +17.1% | +9.1% | +8.0% | +13.9% |
| 3M | +21.3% | -7.2% | +28.6% | +23.8% |
| 6M | +13.5% | -9.9% | +23.4% | +16.8% |
| YTD | +18.6% | -12.8% | +31.4% | +22.4% |
| 1Y | +24.9% | +10.6% | +14.3% | +19.5% |
| 3Y | +161.6% | -13.8% | +175.4% | +152.0% |
| 5Y | -18.9% | +27.6% | -46.5% | -34.0% |
| All | -25.4% | +381.0% | -406.4% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling