+35.3%
DLR vs ELF
+239.6%
-204.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.1% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | -2.2% | +5.9% | -8.1% | -3.0% |
| 3M | +4.7% | +99.5% | -94.8% | -3.7% |
| 6M | +9.0% | +26.5% | -17.5% | +5.2% |
| YTD | +24.1% | +37.2% | -13.0% | +18.0% |
| 1Y | +20.9% | -24.4% | +45.4% | +22.1% |
| 3Y | +60.0% | -23.3% | +83.4% | +50.0% |
| 5Y | +35.3% | +245.2% | -209.9% | -16.0% |
| All | +35.3% | +239.6% | -204.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling