+17.1%
ELAN vs DECK
+11.3%
+5.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +8.9% | +6.8% | +2.1% | +6.3% |
| 30D | +16.8% | +8.3% | +8.4% | +13.3% |
| 3M | +20.1% | -7.9% | +28.0% | +23.3% |
| 6M | +13.2% | -10.6% | +23.7% | +17.4% |
| YTD | +18.3% | -13.4% | +31.6% | +24.6% |
| All | +17.1% | +11.3% | +5.8% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling