-34.6%
ELAN vs DRI
+114.3%
-148.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.1% |
| 7D | -4.6% | -4.8% | +0.2% | -2.8% |
| 30D | +5.7% | -3.9% | +9.6% | +7.1% |
| 3M | -3.9% | +5.1% | -9.0% | -5.9% |
| 6M | -1.6% | +5.5% | -7.1% | -4.0% |
| YTD | +4.1% | +16.5% | -12.4% | -2.6% |
| 1Y | +25.5% | +2.0% | +23.5% | +22.9% |
| 3Y | +103.2% | +54.5% | +48.7% | +68.2% |
| 5Y | -29.8% | +66.6% | -96.4% | -44.0% |
| All | -34.6% | +114.3% | -148.9% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling