+96.7%
ELAN vs DTE
+43.4%
+53.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | -5.4% | -2.6% | -2.9% | -4.5% |
| 30D | +4.7% | -4.4% | +9.1% | +6.5% |
| 3M | -3.7% | -8.3% | +4.7% | -0.6% |
| 6M | -1.2% | -8.1% | +6.9% | +1.8% |
| YTD | +2.4% | +4.4% | -2.0% | -0.3% |
| 1Y | +23.4% | +0.2% | +23.2% | +22.3% |
| 3Y | +96.7% | +42.6% | +54.1% | +52.7% |
| All | +96.7% | +43.4% | +53.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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