+31.4%
DLR vs ELF
+273.9%
-242.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.9% |
| 7D | -3.6% | +4.0% | -7.6% | -4.0% |
| 30D | -3.5% | +10.6% | -14.1% | -4.6% |
| 3M | -8.9% | +25.8% | -34.7% | -11.4% |
| 6M | -11.6% | +89.1% | -100.6% | -18.3% |
| YTD | +14.9% | +52.7% | -37.8% | +7.8% |
| 1Y | +6.4% | +51.7% | -45.3% | -0.2% |
| 3Y | +47.3% | +14.2% | +33.0% | +28.5% |
| All | +31.4% | +273.9% | -242.5% | -19.3% |
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 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