-31.9%
ELAN vs DOC
+20.1%
-52.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.3% |
| 7D | +1.6% | -1.5% | +3.1% | +2.4% |
| 30D | -6.6% | -4.8% | -1.8% | -4.2% |
| 3M | -0.8% | +6.9% | -7.7% | -4.6% |
| 6M | +0.2% | +20.7% | -20.5% | -9.7% |
| YTD | +8.3% | +34.1% | -25.9% | -8.1% |
| 1Y | +40.2% | +22.6% | +17.6% | +24.5% |
| 3Y | +97.7% | +20.8% | +76.9% | +74.1% |
| 5Y | -28.3% | -24.9% | -3.4% | -21.0% |
| All | -31.9% | +20.1% | -52.0% | -36.4% |
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