+338.7%
ELF vs DAR
+290.1%
+48.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.5% |
| 7D | +4.3% | +3.6% | +0.7% | +3.1% |
| 30D | +7.7% | -11.3% | +19.0% | +11.2% |
| 3M | +24.7% | -13.1% | +37.8% | +28.6% |
| 6M | +114.6% | -15.1% | +129.7% | +121.9% |
| YTD | +55.8% | +50.5% | +5.3% | +33.0% |
| 1Y | +51.9% | +57.9% | -6.0% | +27.4% |
| 3Y | +24.6% | +28.9% | -4.4% | +7.4% |
| 5Y | +279.2% | -31.4% | +310.6% | +285.5% |
| 10Y | +338.7% | +301.0% | +37.7% | +116.6% |
| All | +338.7% | +290.1% | +48.7% | +116.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling