+217.4%
DHR vs ELF
+357.0%
-139.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | -3.9% | +5.4% | -9.2% | -4.4% |
| 30D | +4.0% | +27.0% | -23.0% | +1.6% |
| 3M | +11.5% | +113.2% | -101.7% | +3.4% |
| 6M | +1.9% | +36.6% | -34.7% | -1.8% |
| YTD | -8.9% | +44.2% | -53.1% | -13.0% |
| 1Y | +5.1% | -18.0% | +23.1% | +4.9% |
| 3Y | -10.3% | -19.9% | +9.6% | -14.1% |
| 5Y | -27.8% | +257.7% | -285.5% | -42.4% |
| All | +217.4% | +357.0% | -139.6% | +132.4% |
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