-28.5%
ELAN vs DECK
+361.2%
-389.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.1% |
| 7D | +11.6% | +5.8% | +5.9% | +9.7% |
| 30D | +15.1% | +7.9% | +7.2% | +12.3% |
| 3M | +6.4% | -11.4% | +17.8% | +10.1% |
| 6M | -1.7% | -16.6% | +14.9% | +3.7% |
| YTD | +13.7% | -16.4% | +30.1% | +18.9% |
| 1Y | +19.6% | +8.6% | +11.0% | +15.1% |
| 3Y | +175.0% | -15.1% | +190.1% | +166.2% |
| 5Y | -24.5% | +22.9% | -47.4% | -37.9% |
| All | -28.5% | +361.2% | -389.7% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling