+20.5%
ELAN vs DOC
+23.5%
-3.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.2% |
| 7D | +11.4% | +5.9% | +5.5% | +7.9% |
| 30D | +17.1% | +10.3% | +6.8% | +10.8% |
| 3M | +21.3% | -2.2% | +23.5% | +22.9% |
| 6M | +13.5% | +8.2% | +5.3% | +7.6% |
| YTD | +18.6% | +35.4% | -16.8% | -2.9% |
| All | +20.5% | +23.5% | -3.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling