-99.6%
DFNS vs ELF
-3.2%
-96.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.9% | -20.2% | -19.3% |
| 7D | -27.7% | -1.5% | -26.1% | -27.2% |
| 30D | -58.0% | +9.5% | -67.5% | -60.0% |
| 3M | -94.0% | +29.4% | -123.3% | -95.0% |
| 6M | -94.6% | +83.7% | -178.3% | -96.3% |
| YTD | -99.4% | +49.4% | -148.9% | -99.6% |
| 1Y | -99.6% | -3.9% | -95.7% | -99.7% |
| All | -99.6% | -3.2% | -96.4% | -99.7% |
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