+4,180.5%
DELL vs ELF
+357.0%
+3,823.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.1% |
| 7D | +14.9% | +5.4% | +9.5% | +13.9% |
| 30D | +13.3% | +27.0% | -13.7% | +8.1% |
| 3M | +24.4% | +113.2% | -88.8% | +7.0% |
| 6M | +258.0% | +36.6% | +221.4% | +232.1% |
| YTD | +320.2% | +44.2% | +276.0% | +282.5% |
| 1Y | +319.1% | -18.0% | +337.0% | +318.3% |
| 3Y | +706.5% | -19.9% | +726.5% | +651.1% |
| 5Y | +1,071.9% | +257.7% | +814.2% | +680.8% |
| All | +4,180.5% | +357.0% | +3,823.6% | +2,286.5% |
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 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