+4,037.4%
DELL vs ELF
+299.0%
+3,738.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -4.6% |
| 7D | -1.9% | -10.8% | +9.0% | +0.1% |
| 30D | +14.9% | +0.8% | +14.1% | +14.5% |
| 3M | +37.2% | +64.8% | -27.5% | +23.9% |
| 6M | +254.0% | +19.0% | +235.0% | +236.9% |
| YTD | +306.1% | +25.9% | +280.2% | +278.8% |
| 1Y | +312.3% | -28.8% | +341.0% | +322.3% |
| 3Y | +654.0% | -29.6% | +683.6% | +618.8% |
| 5Y | +1,055.3% | +216.2% | +839.1% | +687.1% |
| All | +4,037.4% | +299.0% | +3,738.4% | +2,263.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling