-18.9%
ELAN vs DOC
-20.0%
+1.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +8.9% | +4.3% | +4.6% | +6.1% |
| 30D | +16.8% | +9.2% | +7.6% | +10.4% |
| 3M | +20.1% | -0.8% | +20.9% | +20.5% |
| 6M | +13.2% | +7.1% | +6.1% | +7.6% |
| YTD | +18.3% | +34.0% | -15.7% | -3.4% |
| 1Y | +20.2% | +23.2% | -3.0% | +3.6% |
| 3Y | +150.6% | +53.6% | +97.0% | +78.0% |
| 5Y | -18.9% | -20.4% | +1.6% | -11.6% |
| All | -18.9% | -20.0% | +1.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling