+150.5%
DAL vs ELF
+357.7%
-207.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.6% |
| 7D | +4.6% | -2.7% | +7.3% | +5.2% |
| 30D | +2.3% | +6.9% | -4.5% | +0.8% |
| 3M | -8.1% | +27.2% | -35.3% | -13.1% |
| 6M | +21.4% | +84.9% | -63.4% | +5.1% |
| YTD | +24.3% | +44.5% | -20.2% | +12.2% |
| 1Y | +47.4% | -6.8% | +54.1% | +43.1% |
| 3Y | +164.6% | +14.2% | +150.4% | +118.4% |
| 5Y | +100.2% | +250.6% | -150.4% | +14.7% |
| 10Y | +124.9% | +318.0% | -193.1% | +6.6% |
| All | +150.5% | +357.7% | -207.2% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling