+206.5%
DHR vs ELF
+299.0%
-92.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.7% |
| 7D | -5.0% | -10.8% | +5.9% | -3.9% |
| 30D | -3.3% | +0.8% | -4.1% | -3.5% |
| 3M | +9.4% | +64.8% | -55.3% | +4.0% |
| 6M | +3.2% | +19.0% | -15.8% | +0.8% |
| YTD | -12.0% | +25.9% | -38.0% | -14.9% |
| 1Y | +4.9% | -28.8% | +33.7% | +6.1% |
| 3Y | -7.4% | -29.6% | +22.3% | -10.2% |
| 5Y | -29.8% | +216.2% | -246.0% | -43.4% |
| All | +206.5% | +299.0% | -92.5% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling