+149.6%
DLR vs ELF
+383.9%
-234.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.8% |
| 7D | -3.6% | +4.0% | -7.6% | -4.0% |
| 30D | -3.5% | +10.6% | -14.1% | -4.4% |
| 3M | -8.9% | +25.8% | -34.7% | -11.1% |
| 6M | -11.6% | +89.1% | -100.6% | -17.3% |
| YTD | +14.9% | +52.7% | -37.8% | +8.9% |
| 1Y | +6.4% | +51.7% | -45.3% | +0.8% |
| 3Y | +47.3% | +14.2% | +33.0% | +36.0% |
| 5Y | +32.8% | +270.7% | -237.9% | +7.0% |
| 10Y | +169.6% | +341.9% | -172.4% | +100.8% |
| All | +149.6% | +383.9% | -234.3% | +85.8% |
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