+312.3%
DELL vs ELF
-31.2%
+343.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | -5.0% |
| 7D | -1.9% | -10.8% | +9.0% | -1.1% |
| 30D | +14.9% | +0.8% | +14.1% | +15.0% |
| 3M | +37.2% | +64.8% | -27.5% | +31.2% |
| 6M | +254.0% | +19.0% | +235.0% | +251.3% |
| YTD | +306.1% | +25.9% | +280.2% | +294.0% |
| 1Y | +312.3% | -28.8% | +341.0% | +344.9% |
| All | +312.3% | -31.2% | +343.4% | +344.9% |
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