+96.7%
ELAN vs DRI
+54.5%
+42.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.0% |
| 7D | -5.4% | -3.2% | -2.2% | -4.4% |
| 30D | +4.7% | -7.8% | +12.5% | +7.5% |
| 3M | -3.7% | +0.4% | -4.0% | -4.1% |
| 6M | -1.2% | +4.8% | -6.0% | -3.2% |
| YTD | +2.4% | +16.7% | -14.3% | -4.1% |
| 1Y | +23.4% | +1.5% | +21.9% | +21.4% |
| 3Y | +96.7% | +56.3% | +40.4% | +45.9% |
| All | +96.7% | +54.5% | +42.2% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling