-34.2%
ELAN vs DOC
+18.2%
-52.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | +1.9% | +6.2% | -4.3% | -1.3% |
| 30D | +5.3% | +6.5% | -1.1% | +1.8% |
| 3M | -9.7% | -6.2% | -3.5% | -6.8% |
| 6M | +3.0% | +25.6% | -22.6% | -9.4% |
| YTD | +4.6% | +32.1% | -27.4% | -10.6% |
| 1Y | +9.6% | +20.3% | -10.7% | -1.6% |
| 3Y | +146.4% | +42.7% | +103.7% | +98.7% |
| 5Y | -30.5% | -22.2% | -8.4% | -24.6% |
| All | -34.2% | +18.2% | -52.5% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling