+134.6%
DAL vs ELF
+357.0%
-222.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | +0.1% | +5.4% | -5.2% | -1.0% |
| 30D | -13.9% | +27.0% | -40.9% | -18.5% |
| 3M | +1.1% | +113.2% | -112.1% | -14.8% |
| 6M | +26.2% | +36.6% | -10.3% | +16.2% |
| YTD | +16.4% | +44.2% | -27.8% | +5.3% |
| 1Y | +33.9% | -18.0% | +51.8% | +33.1% |
| 3Y | +93.4% | -19.9% | +113.3% | +74.1% |
| 5Y | +106.4% | +257.7% | -151.3% | +17.6% |
| All | +134.6% | +357.0% | -222.4% | +11.3% |
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