+159.5%
DLR vs ELF
+393.6%
-234.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -2.4% |
| 30D | +0.5% | +7.7% | -7.2% | -0.2% |
| 3M | -4.4% | +24.7% | -29.1% | -6.6% |
| 6M | -6.4% | +114.6% | -121.1% | -13.5% |
| YTD | +19.5% | +55.8% | -36.3% | +13.0% |
| 1Y | +10.5% | +51.9% | -41.4% | +4.8% |
| 3Y | +54.0% | +24.6% | +29.4% | +41.0% |
| 5Y | +39.7% | +279.2% | -239.5% | +12.3% |
| 10Y | +189.5% | +338.7% | -149.2% | +116.5% |
| All | +159.5% | +393.6% | -234.0% | +92.8% |
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