-18.0%
ELF vs DAR
+104.4%
-122.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | +27.0% | +12.8% | +14.2% | +24.5% |
| 3M | +113.2% | +7.4% | +105.8% | +109.6% |
| 6M | +36.6% | +22.3% | +14.3% | +28.6% |
| YTD | +44.2% | +81.1% | -36.9% | +21.3% |
| 1Y | -18.0% | +106.5% | -124.5% | -33.4% |
| All | -18.0% | +104.4% | -122.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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