-35.6%
ELAN vs DRI
+114.8%
-150.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.9% |
| 7D | -5.4% | -3.2% | -2.2% | -4.3% |
| 30D | +4.7% | -7.8% | +12.5% | +7.8% |
| 3M | -3.7% | +0.4% | -4.0% | -4.1% |
| 6M | -1.2% | +4.8% | -6.0% | -3.3% |
| YTD | +2.4% | +16.7% | -14.3% | -4.2% |
| 1Y | +23.4% | +1.5% | +21.9% | +21.0% |
| 3Y | +96.7% | +56.3% | +40.4% | +62.2% |
| 5Y | -30.6% | +66.4% | -97.0% | -44.7% |
| All | -35.6% | +114.8% | -150.4% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling