+2,717.6%
DELL vs ELF
+391.6%
+2,326.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.9% | -11.1% | -7.9% |
| 7D | +4.9% | +1.6% | +3.3% | +4.5% |
| 30D | -32.1% | +9.1% | -41.2% | -33.2% |
| 3M | -30.2% | +28.2% | -58.4% | -33.6% |
| 6M | +41.7% | +119.5% | -77.8% | +20.5% |
| YTD | +176.6% | +55.2% | +121.4% | +147.7% |
| 1Y | +159.9% | +58.6% | +101.3% | +131.6% |
| 3Y | +388.0% | +21.3% | +366.7% | +320.8% |
| 5Y | +578.2% | +276.2% | +302.0% | +347.0% |
| 10Y | +2,653.4% | +337.0% | +2,316.4% | +1,412.2% |
| All | +2,717.6% | +391.6% | +2,326.0% | +1,445.8% |
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