-28.5%
ELAN vs DOCU
+48.3%
-76.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.0% |
| 7D | +11.6% | -5.5% | +17.2% | +12.6% |
| 30D | +15.1% | +12.6% | +2.5% | +12.8% |
| 3M | +6.4% | +36.4% | -30.0% | +0.4% |
| 6M | -1.7% | +66.8% | -68.5% | -10.9% |
| YTD | +13.7% | +13.5% | +0.3% | +9.3% |
| 1Y | +19.6% | +11.3% | +8.3% | +15.1% |
| 3Y | +175.0% | +92.1% | +82.9% | +130.0% |
| 5Y | -24.5% | -71.0% | +46.5% | -24.4% |
| All | -28.5% | +48.3% | -76.8% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling