-30.4%
ELAN vs DG
-37.9%
+7.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | -5.4% | -6.5% | +1.0% | -4.6% |
| 30D | +4.7% | +4.2% | +0.5% | +4.1% |
| 3M | -3.7% | +9.5% | -13.2% | -4.8% |
| 6M | -1.2% | -13.1% | +11.9% | -0.2% |
| YTD | +2.4% | -4.8% | +7.2% | +2.5% |
| 1Y | +23.4% | +20.6% | +2.8% | +20.3% |
| 3Y | +96.7% | +4.9% | +91.7% | +91.0% |
| All | -30.4% | -37.9% | +7.5% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling