+122.8%
DAL vs ELF
+337.1%
-214.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.6% | +0.9% |
| 7D | +8.8% | +4.0% | +4.8% | +7.9% |
| 30D | +5.4% | +10.6% | -5.2% | +3.1% |
| 3M | -4.9% | +25.8% | -30.7% | -9.9% |
| 6M | +19.8% | +89.1% | -69.2% | +3.1% |
| YTD | +27.0% | +52.7% | -25.7% | +13.1% |
| 1Y | +52.5% | +51.7% | +0.7% | +35.7% |
| 3Y | +173.8% | +14.2% | +159.6% | +126.2% |
| 5Y | +104.5% | +270.7% | -166.2% | +14.8% |
| All | +122.8% | +337.1% | -214.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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