+20.0%
ELF vs DAR
+21.9%
-1.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +1.7% |
| 7D | +7.8% | -2.8% | +10.6% | +8.5% |
| 30D | +9.3% | -12.8% | +22.1% | +12.4% |
| 3M | +21.2% | -11.6% | +32.8% | +23.0% |
| 6M | +96.1% | -16.8% | +112.9% | +101.6% |
| YTD | +57.0% | +45.9% | +11.0% | +35.3% |
| 1Y | +61.9% | +61.5% | +0.4% | +34.9% |
| 3Y | +20.0% | +23.0% | -3.0% | +8.5% |
| All | +20.0% | +21.9% | -1.9% | +8.5% |
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