+102.8%
ELAN vs DECK
-3.0%
+105.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.1% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | -6.6% | -13.6% | +7.0% | -2.7% |
| 3M | -0.8% | -21.2% | +20.4% | +5.8% |
| 6M | +0.2% | -21.1% | +21.3% | +6.8% |
| YTD | +8.3% | -17.2% | +25.5% | +13.5% |
| 1Y | +40.2% | -30.7% | +71.0% | +53.4% |
| All | +102.8% | -3.0% | +105.8% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling