-22.6%
ELAN vs DOC
-21.4%
-1.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.3% |
| 7D | +11.6% | +6.5% | +5.2% | +7.4% |
| 30D | +15.1% | +9.2% | +6.0% | +8.8% |
| 3M | +6.4% | -2.5% | +8.9% | +7.6% |
| 6M | -1.7% | +7.1% | -8.8% | -6.6% |
| YTD | +13.7% | +33.0% | -19.3% | -6.7% |
| 1Y | +19.6% | +23.3% | -3.7% | +3.0% |
| 3Y | +175.0% | +44.9% | +130.1% | +103.4% |
| All | -22.6% | -21.4% | -1.1% | -15.2% |
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 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