+168.1%
DLR vs ELF
+357.0%
-188.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +1.6% | +5.4% | -3.8% | +1.1% |
| 30D | -3.4% | +27.0% | -30.3% | -5.6% |
| 3M | +0.5% | +113.2% | -112.7% | -6.9% |
| 6M | +4.6% | +36.6% | -32.0% | +0.7% |
| YTD | +23.4% | +44.2% | -20.8% | +17.7% |
| 1Y | +19.0% | -18.0% | +37.0% | +18.7% |
| 3Y | +56.5% | -19.9% | +76.5% | +49.8% |
| 5Y | +33.3% | +257.7% | -224.4% | +7.9% |
| All | +168.1% | +357.0% | -188.9% | +100.8% |
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