+82.3%
DT vs ELF
+608.4%
-526.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -7.5% | +6.3% | -13.8% | -8.6% |
| 30D | -31.5% | +8.5% | -40.0% | -32.6% |
| 3M | -14.0% | +24.4% | -38.4% | -17.7% |
| 6M | +6.9% | +94.7% | -87.9% | -6.9% |
| YTD | +0.3% | +55.9% | -55.5% | -10.2% |
| 1Y | -6.9% | +48.4% | -55.3% | -16.1% |
| 3Y | -13.9% | +24.6% | -38.5% | -32.5% |
| 5Y | -39.9% | +285.0% | -324.9% | -71.7% |
| All | +82.3% | +608.4% | -526.0% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling