+117.6%
DT vs ELV
+52.6%
+65.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.2% |
| 7D | -3.3% | +3.3% | -6.6% | -4.0% |
| 30D | +2.0% | +4.2% | -2.1% | +1.1% |
| 3M | +20.0% | -0.1% | +20.1% | +19.7% |
| 6M | +39.3% | +41.3% | -2.0% | +27.9% |
| YTD | +19.8% | +17.4% | +2.3% | +14.1% |
| 1Y | +4.3% | +35.1% | -30.8% | -4.4% |
| 3Y | +7.7% | -3.2% | +10.9% | +4.9% |
| 5Y | -26.8% | +15.6% | -42.4% | -34.7% |
| All | +117.6% | +52.6% | +65.0% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling