+4.1%
DT vs ELV
+36.0%
-31.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.6% | +3.2% | -4.8% | -1.8% |
| 30D | +3.0% | +5.4% | -2.3% | +2.8% |
| 3M | +26.5% | +5.4% | +21.2% | +25.9% |
| 6M | +35.9% | +45.7% | -9.8% | +35.5% |
| YTD | +17.8% | +21.2% | -3.4% | +18.1% |
| 1Y | +4.1% | +35.6% | -31.6% | +5.2% |
| All | +4.1% | +36.0% | -31.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ELV 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling