+36.2%
DIS vs ELF
+357.7%
-321.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.0% |
| 7D | +5.7% | -2.7% | +8.4% | +6.1% |
| 30D | +12.7% | +6.9% | +5.8% | +11.5% |
| 3M | +15.2% | +27.2% | -12.0% | +10.9% |
| 6M | +17.6% | +84.9% | -67.3% | +6.5% |
| YTD | +3.8% | +44.5% | -40.6% | -3.3% |
| 1Y | +6.8% | -6.8% | +13.6% | +4.5% |
| 3Y | +42.1% | +14.2% | +27.9% | +24.3% |
| 5Y | -31.2% | +250.6% | -281.8% | -53.3% |
| 10Y | +37.6% | +318.0% | -280.4% | -19.3% |
| All | +36.2% | +357.7% | -321.5% | -20.1% |
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