-33.4%
ELAN vs DOCU
+24.4%
-57.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.4% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +8.4% | +8.0% | +0.4% | +6.7% |
| 3M | +1.2% | +41.0% | -39.8% | -5.1% |
| 6M | +2.6% | +33.7% | -31.1% | -3.6% |
| YTD | +5.9% | -4.9% | +10.8% | +5.1% |
| 1Y | +25.8% | -20.4% | +46.2% | +28.1% |
| 3Y | +106.8% | +29.6% | +77.2% | +85.8% |
| 5Y | -29.3% | -76.9% | +47.6% | -26.7% |
| All | -33.4% | +24.4% | -57.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling