-42.9%
DT vs ELF
+273.9%
-316.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.4% |
| 7D | -24.7% | +4.0% | -28.7% | -25.1% |
| 30D | -27.4% | +10.6% | -37.9% | -28.4% |
| 3M | -11.1% | +25.8% | -36.9% | -14.2% |
| 6M | +13.7% | +89.1% | -75.4% | +3.0% |
| YTD | +0.2% | +52.7% | -52.5% | -7.5% |
| 1Y | -5.7% | +51.7% | -57.4% | -13.2% |
| 3Y | -8.1% | +14.2% | -22.3% | -25.7% |
| All | -42.9% | +273.9% | -316.8% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling