-34.6%
ELAN vs DG
+27.0%
-61.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.3% |
| 7D | -4.6% | -4.8% | +0.2% | -3.7% |
| 30D | +5.7% | +1.8% | +3.9% | +5.3% |
| 3M | -3.9% | +14.5% | -18.3% | -6.2% |
| 6M | -1.6% | -13.6% | +11.9% | +0.3% |
| YTD | +4.1% | -4.8% | +8.9% | +4.4% |
| 1Y | +25.5% | +21.6% | +4.0% | +20.5% |
| 3Y | +103.2% | +4.5% | +98.7% | +94.1% |
| 5Y | -29.8% | -38.5% | +8.7% | -24.5% |
| All | -34.6% | +27.0% | -61.6% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling