+12.5%
ELAN vs DRI
+34.0%
-21.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +1.7% |
| 7D | +11.7% | +6.5% | +5.3% | +10.0% |
| 30D | +12.4% | +16.4% | -4.0% | +8.5% |
| 3M | -1.1% | +13.6% | -14.8% | -4.4% |
| 6M | +12.4% | +22.0% | -9.6% | +6.7% |
| YTD | +11.8% | +29.3% | -17.5% | +2.8% |
| 1Y | +12.5% | +32.0% | -19.5% | +2.3% |
| All | +12.5% | +34.0% | -21.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling