-6.9%
DT vs ELF
+56.1%
-63.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -7.5% | +6.3% | -13.8% | -7.6% |
| 30D | -31.5% | +8.5% | -40.0% | -31.6% |
| 3M | -14.0% | +24.4% | -38.4% | -14.1% |
| 6M | +6.9% | +94.7% | -87.9% | +7.1% |
| YTD | +0.3% | +55.9% | -55.5% | +0.8% |
| 1Y | -6.9% | +48.4% | -55.3% | -6.3% |
| All | -6.9% | +56.1% | -63.1% | -6.3% |
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