+14.2%
ELF vs DAR
+11.9%
+2.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.9% |
| 7D | +4.0% | -9.9% | +13.9% | +6.4% |
| 30D | +10.6% | -16.4% | +27.0% | +14.7% |
| 3M | +25.8% | -17.1% | +42.9% | +29.7% |
| 6M | +89.1% | -20.5% | +109.5% | +96.3% |
| YTD | +52.7% | +39.4% | +13.3% | +32.9% |
| 1Y | +51.7% | +57.2% | -5.5% | +26.8% |
| 3Y | +14.2% | +13.9% | +0.4% | +5.0% |
| All | +14.2% | +11.9% | +2.4% | +5.0% |
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