-19.5%
ELF vs DAR
+6.3%
-25.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +5.4% | +1.4% | +4.0% | +5.0% |
| 30D | +27.0% | +12.8% | +14.2% | +22.4% |
| 3M | +113.2% | +7.4% | +105.8% | +107.5% |
| 6M | +36.6% | +22.3% | +14.3% | +27.1% |
| YTD | +44.2% | +81.1% | -36.9% | +18.9% |
| 1Y | -18.0% | +106.5% | -124.5% | -35.4% |
| All | -19.5% | +6.3% | -25.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling