+285.0%
ELF vs DAR
-36.3%
+321.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +6.3% | -3.8% | +10.1% | +7.2% |
| 30D | +8.5% | -14.4% | +22.9% | +12.2% |
| 3M | +24.4% | -17.9% | +42.4% | +29.2% |
| 6M | +94.7% | -18.3% | +113.0% | +101.5% |
| YTD | +55.9% | +43.2% | +12.6% | +37.3% |
| 1Y | +48.4% | +57.7% | -9.3% | +27.0% |
| 3Y | +24.6% | +22.7% | +1.9% | +11.1% |
| 5Y | +285.0% | -34.0% | +319.1% | +306.5% |
| All | +285.0% | -36.3% | +321.4% | +306.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling