+96.7%
ELAN vs DG
+4.6%
+92.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | -5.4% | -6.5% | +1.0% | -4.7% |
| 30D | +4.7% | +4.2% | +0.5% | +4.2% |
| 3M | -3.7% | +9.5% | -13.2% | -4.6% |
| 6M | -1.2% | -13.1% | +11.9% | -0.8% |
| YTD | +2.4% | -4.8% | +7.2% | +2.3% |
| 1Y | +23.4% | +20.6% | +2.8% | +21.4% |
| 3Y | +96.7% | +4.9% | +91.7% | +77.5% |
| All | +96.7% | +4.6% | +92.1% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling