-25.6%
ELAN vs DECK
+361.8%
-387.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.2% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | +18.8% | +4.8% | +13.9% | +16.9% |
| 3M | +19.0% | -6.9% | +25.9% | +21.3% |
| 6M | +22.8% | -7.6% | +30.4% | +25.4% |
| YTD | +18.3% | -16.3% | +34.6% | +23.7% |
| 1Y | +21.8% | +4.5% | +17.3% | +18.6% |
| 3Y | +153.8% | -17.1% | +170.9% | +147.4% |
| 5Y | -18.9% | +21.9% | -40.8% | -33.1% |
| All | -25.6% | +361.8% | -387.4% | -64.3% |
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