+256.8%
DHR vs ELF
+391.6%
-134.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | 0.0% |
| 7D | +1.2% | +1.6% | -0.4% | +1.0% |
| 30D | +3.7% | +9.1% | -5.4% | +2.8% |
| 3M | +14.5% | +28.2% | -13.7% | +11.7% |
| 6M | +40.9% | +119.5% | -78.6% | +30.0% |
| YTD | +2.4% | +55.2% | -52.8% | -2.9% |
| 1Y | +6.1% | +58.6% | -52.5% | +0.3% |
| 3Y | +21.0% | +21.3% | -0.3% | +11.3% |
| 5Y | -11.4% | +276.2% | -287.6% | -29.7% |
| 10Y | +241.8% | +337.0% | -95.1% | +148.7% |
| All | +256.8% | +391.6% | -134.8% | +159.2% |
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