-34.2%
ELAN vs DECK
+366.7%
-400.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.0% |
| 7D | +1.9% | +6.0% | -4.1% | +0.1% |
| 30D | +5.3% | +7.4% | -2.1% | +3.0% |
| 3M | -9.7% | -11.7% | +2.0% | -6.3% |
| 6M | +3.0% | -11.0% | +14.0% | +6.6% |
| YTD | +4.6% | -15.4% | +20.0% | +9.0% |
| 1Y | +9.6% | +7.2% | +2.4% | +5.9% |
| 3Y | +146.4% | -11.8% | +158.2% | +135.6% |
| 5Y | -30.5% | +24.3% | -54.9% | -43.0% |
| All | -34.2% | +366.7% | -400.9% | -68.5% |
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