+22.4%
DIS vs ELF
+357.0%
-334.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | -2.6% | +5.4% | -7.9% | -3.4% |
| 30D | +3.5% | +27.0% | -23.5% | -0.2% |
| 3M | +6.8% | +113.2% | -106.4% | -5.0% |
| 6M | +3.0% | +36.6% | -33.6% | -2.7% |
| YTD | -6.7% | +44.2% | -51.0% | -13.0% |
| 1Y | -10.1% | -18.0% | +7.9% | -10.4% |
| 3Y | +33.0% | -19.9% | +53.0% | +23.6% |
| 5Y | -40.0% | +257.7% | -297.7% | -59.4% |
| All | +22.4% | +357.0% | -334.6% | -28.1% |
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