+4.1%
DT vs ELV
+35.4%
-31.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.7% |
| 7D | -1.6% | +2.8% | -4.4% | -1.7% |
| 30D | +3.0% | +4.9% | -1.9% | +2.8% |
| 3M | +26.5% | +4.9% | +21.6% | +25.9% |
| 6M | +35.9% | +45.1% | -9.1% | +35.5% |
| YTD | +17.8% | +20.7% | -2.8% | +18.1% |
| 1Y | +4.1% | +35.0% | -31.0% | +5.2% |
| All | +4.1% | +35.4% | -31.4% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling