+188.1%
DLR vs ELF
+357.0%
-168.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.3% | +6.3% | -5.9% | -0.2% |
| 30D | +1.2% | +8.5% | -7.3% | +0.4% |
| 3M | -4.8% | +24.4% | -29.2% | -6.9% |
| 6M | -6.1% | +94.7% | -100.9% | -12.4% |
| YTD | +19.3% | +55.9% | -36.5% | +13.0% |
| 1Y | +10.0% | +48.4% | -38.5% | +4.5% |
| 3Y | +53.8% | +24.6% | +29.2% | +41.0% |
| 5Y | +39.1% | +285.0% | -245.9% | +12.2% |
| 10Y | +188.1% | +357.2% | -169.1% | +115.4% |
| All | +188.1% | +357.0% | -168.9% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling