+159.9%
DELL vs ELF
+53.2%
+106.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.9% | -11.1% | -7.2% |
| 7D | +4.9% | +1.6% | +3.3% | +4.9% |
| 30D | -32.1% | +9.1% | -41.2% | -32.0% |
| 3M | -30.2% | +28.2% | -58.4% | -29.9% |
| 6M | +41.7% | +119.5% | -77.8% | +39.2% |
| YTD | +176.6% | +55.2% | +121.4% | +166.8% |
| 1Y | +159.9% | +58.6% | +101.3% | +148.5% |
| All | +159.9% | +53.2% | +106.7% | +148.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling