+114.2%
DAL vs ELF
+284.3%
-170.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.5% | +4.8% |
| 7D | +10.0% | +7.8% | +2.2% | +8.6% |
| 30D | +12.0% | +9.3% | +2.8% | +10.2% |
| 3M | +0.8% | +21.2% | -20.4% | -3.0% |
| 6M | +26.2% | +96.1% | -69.9% | +10.3% |
| YTD | +33.7% | +57.0% | -23.3% | +20.7% |
| 1Y | +57.6% | +61.9% | -4.3% | +41.2% |
| 3Y | +183.5% | +20.0% | +163.5% | +127.1% |
| 5Y | +114.2% | +284.8% | -170.6% | -12.2% |
| All | +114.2% | +284.3% | -170.1% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling