+38.2%
DXCM vs ELF
+48.3%
-10.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -9.2% | +4.3% | -13.4% | -9.6% |
| 30D | -6.5% | +7.7% | -14.2% | -7.2% |
| 3M | -10.3% | +24.7% | -35.0% | -12.2% |
| 6M | +35.4% | +114.6% | -79.2% | +25.0% |
| YTD | +21.1% | +55.8% | -34.7% | +13.4% |
| 1Y | +38.2% | +51.9% | -13.7% | +29.8% |
| All | +38.2% | +48.3% | -10.1% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling