+117.6%
DT vs ELF
+555.5%
-437.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | -3.3% | +5.4% | -8.6% | -4.3% |
| 30D | +2.0% | +27.0% | -24.9% | -2.7% |
| 3M | +20.0% | +113.2% | -93.2% | +3.2% |
| 6M | +39.3% | +36.6% | +2.7% | +29.3% |
| YTD | +19.8% | +44.2% | -24.5% | +8.9% |
| 1Y | +4.3% | -18.0% | +22.3% | +4.1% |
| 3Y | +7.7% | -19.9% | +27.6% | -4.3% |
| 5Y | -26.8% | +257.7% | -284.5% | -65.1% |
| All | +117.6% | +555.5% | -437.9% | -26.0% |
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 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