+17.3%
JD vs ELAN
-25.7%
+43.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.5% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | -16.0% | +8.4% | -24.4% | -17.9% |
| 3M | -3.2% | +1.2% | -4.4% | -4.2% |
| 6M | +6.1% | +2.6% | +3.4% | +3.6% |
| YTD | -0.1% | +5.9% | -6.0% | -3.5% |
| 1Y | -12.7% | +25.8% | -38.6% | -19.8% |
| 3Y | -6.3% | +106.8% | -113.1% | -29.0% |
| 5Y | -61.3% | -29.3% | -32.1% | -62.2% |
| All | +17.3% | -25.7% | +43.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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