-0.1%
DT vs ELF
-27.0%
+26.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.7% |
| 7D | -0.5% | -6.8% | +6.3% | -0.3% |
| 30D | +0.1% | +5.1% | -5.0% | 0.0% |
| 3M | +24.1% | +79.8% | -55.7% | +22.5% |
| 6M | +30.1% | +29.7% | +0.4% | +29.4% |
| YTD | +16.8% | +31.6% | -14.9% | +15.8% |
| 1Y | -0.1% | -27.9% | +27.8% | +2.2% |
| All | -0.1% | -27.0% | +26.9% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling