+111.4%
DAL vs ELF
+272.3%
-160.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -1.1% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | +12.8% | +9.1% | +3.7% | +11.0% |
| 3M | -5.3% | +28.2% | -33.4% | -9.7% |
| 6M | +22.4% | +119.5% | -97.2% | +4.8% |
| YTD | +25.6% | +55.2% | -29.5% | +13.6% |
| 1Y | +45.5% | +58.6% | -13.1% | +31.0% |
| 3Y | +161.0% | +21.3% | +139.7% | +108.4% |
| All | +111.4% | +272.3% | -160.9% | -10.7% |
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 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