+161.6%
ELAN vs DOC
+49.4%
+112.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.3% |
| 7D | +11.4% | +5.9% | +5.5% | +8.1% |
| 30D | +17.1% | +10.3% | +6.8% | +11.0% |
| 3M | +21.3% | -2.2% | +23.5% | +22.6% |
| 6M | +13.5% | +8.2% | +5.3% | +8.1% |
| YTD | +18.6% | +35.4% | -16.8% | -0.7% |
| 1Y | +24.9% | +23.6% | +1.3% | +9.8% |
| 3Y | +161.6% | +57.3% | +104.3% | +92.7% |
| All | +161.6% | +49.4% | +112.2% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling