+120.5%
DUK vs ELF
+334.6%
-214.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.0% |
| 7D | +0.7% | -1.2% | +1.9% | +0.7% |
| 30D | -2.0% | +5.9% | -7.9% | -2.3% |
| 3M | +0.2% | +99.5% | -99.3% | -2.5% |
| 6M | -6.9% | +26.5% | -33.4% | -8.0% |
| YTD | +6.1% | +37.2% | -31.0% | +4.4% |
| 1Y | +4.4% | -24.4% | +28.8% | +4.7% |
| 3Y | +49.1% | -23.3% | +72.4% | +45.7% |
| 5Y | +39.6% | +245.2% | -205.6% | +18.1% |
| All | +120.5% | +334.6% | -214.1% | +71.1% |
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