-35.6%
ELAN vs DGX
+155.7%
-191.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.6% |
| 7D | -5.4% | -0.9% | -4.5% | -5.0% |
| 30D | +4.7% | -1.2% | +5.9% | +5.3% |
| 3M | -3.7% | +15.8% | -19.4% | -10.2% |
| 6M | -1.2% | +18.2% | -19.4% | -9.1% |
| YTD | +2.4% | +37.2% | -34.8% | -12.5% |
| 1Y | +23.4% | +30.4% | -7.0% | +7.8% |
| 3Y | +96.7% | +96.7% | 0.0% | +38.7% |
| 5Y | -30.6% | +67.2% | -97.8% | -47.6% |
| All | -35.6% | +155.7% | -191.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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