-35.6%
ELAN vs DG
+27.0%
-62.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -5.4% | -6.5% | +1.0% | -4.3% |
| 30D | +4.7% | +4.2% | +0.5% | +3.9% |
| 3M | -3.7% | +9.5% | -13.2% | -5.3% |
| 6M | -1.2% | -13.1% | +11.9% | +0.7% |
| YTD | +2.4% | -4.8% | +7.2% | +2.7% |
| 1Y | +23.4% | +20.6% | +2.8% | +18.6% |
| 3Y | +96.7% | +4.9% | +91.7% | +87.7% |
| 5Y | -30.6% | -37.9% | +7.3% | -25.6% |
| All | -35.6% | +27.0% | -62.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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