+44.6%
DAL vs ELF
+45.6%
-0.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.1% | -4.3% |
| 7D | +1.4% | +3.4% | -2.0% | +0.8% |
| 30D | +9.1% | +5.0% | +4.1% | +8.1% |
| 3M | -3.5% | +22.6% | -26.1% | -7.5% |
| 6M | +23.4% | +104.0% | -80.6% | +4.5% |
| YTD | +26.0% | +49.3% | -23.3% | +13.2% |
| 1Y | +44.6% | +46.0% | -1.4% | +30.7% |
| All | +44.6% | +45.6% | -0.9% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling