+0.2%
ELAN vs DOC
+21.8%
-21.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -3.5% |
| 3M | -0.8% | +6.9% | -7.7% | -5.9% |
| 6M | +0.2% | +20.7% | -20.5% | -12.0% |
| All | +0.2% | +21.8% | -21.5% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling