-8.0%
DHR vs ELF
-30.3%
+22.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.8% |
| 7D | -5.0% | -10.8% | +5.9% | -4.1% |
| 30D | -3.3% | +0.8% | -4.1% | -3.4% |
| 3M | +9.4% | +64.8% | -55.3% | +5.0% |
| 6M | +3.2% | +19.0% | -15.8% | +1.2% |
| YTD | -12.0% | +25.9% | -38.0% | -14.3% |
| 1Y | +4.9% | -28.8% | +33.7% | +5.9% |
| All | -8.0% | -30.3% | +22.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling