-99.9%
DFNS vs ELF
+485.8%
-585.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.9% |
| 7D | -16.0% | +5.4% | -21.3% | -15.3% |
| 30D | -77.7% | +27.0% | -104.7% | -76.6% |
| 3M | -77.2% | +113.2% | -190.4% | -73.2% |
| 6M | -95.2% | +36.6% | -131.8% | -94.9% |
| YTD | -98.0% | +44.2% | -142.2% | -97.8% |
| 1Y | -98.3% | -18.0% | -80.3% | -98.5% |
| 3Y | -99.9% | -19.9% | -79.9% | -99.9% |
| 5Y | -99.9% | +257.7% | -357.6% | -99.9% |
| All | -99.9% | +485.8% | -585.7% | -99.9% |
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 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