+98.5%
DAL vs ELV
-3.7%
+102.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.0% |
| 7D | +0.1% | +3.3% | -3.2% | -0.2% |
| 30D | -13.9% | +4.2% | -18.1% | -14.3% |
| 3M | +1.1% | -0.1% | +1.1% | +1.0% |
| 6M | +26.2% | +41.3% | -15.0% | +20.9% |
| YTD | +16.4% | +17.4% | -1.0% | +13.8% |
| 1Y | +33.9% | +35.1% | -1.2% | +29.1% |
| All | +98.5% | -3.7% | +102.2% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling