+153.8%
ELAN vs DOC
+53.2%
+100.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +4.0% | -0.9% | +4.9% | +4.6% |
| 30D | +18.8% | +7.7% | +11.0% | +14.0% |
| 3M | +19.0% | -2.0% | +21.0% | +20.2% |
| 6M | +22.8% | +5.9% | +17.0% | +18.5% |
| YTD | +18.3% | +31.8% | -13.5% | +0.6% |
| 1Y | +21.8% | +22.5% | -0.7% | +7.6% |
| 3Y | +153.8% | +54.7% | +99.1% | +89.6% |
| All | +153.8% | +53.2% | +100.7% | +89.6% |
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