-28.0%
ELAN vs DOC
-24.5%
-3.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.5% |
| 7D | +1.6% | -1.5% | +3.1% | +2.6% |
| 30D | -6.6% | -4.8% | -1.8% | -3.7% |
| 3M | -0.8% | +6.9% | -7.7% | -5.3% |
| 6M | +0.2% | +20.7% | -20.5% | -11.8% |
| YTD | +8.3% | +34.1% | -25.9% | -11.3% |
| 1Y | +40.2% | +22.6% | +17.6% | +21.2% |
| 3Y | +97.7% | +20.8% | +76.9% | +68.4% |
| All | -28.0% | -24.5% | -3.5% | -22.8% |
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