+169.1%
DLR vs ELF
+317.0%
-147.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +0.2% |
| 7D | +2.9% | -6.8% | +9.7% | +3.6% |
| 30D | -1.2% | +5.1% | -6.2% | -1.7% |
| 3M | +2.9% | +79.8% | -76.8% | -3.1% |
| 6M | +6.7% | +29.7% | -23.0% | +3.3% |
| YTD | +23.9% | +31.6% | -7.7% | +19.2% |
| 1Y | +18.6% | -27.9% | +46.5% | +19.8% |
| 3Y | +59.7% | -26.4% | +86.1% | +54.0% |
| 5Y | +42.1% | +235.6% | -193.6% | +15.7% |
| All | +169.1% | +317.0% | -147.9% | +103.3% |
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