+273.0%
ELF vs DAR
-27.0%
+300.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.7% |
| 7D | +1.6% | +11.6% | -10.0% | -1.0% |
| 30D | +9.1% | -10.2% | +19.4% | +11.6% |
| 3M | +28.2% | -14.8% | +43.0% | +32.1% |
| 6M | +119.5% | -10.1% | +129.6% | +122.1% |
| YTD | +55.2% | +55.5% | -0.4% | +34.1% |
| 1Y | +58.6% | +61.7% | -3.1% | +35.3% |
| 3Y | +21.3% | +37.2% | -15.9% | +5.3% |
| All | +273.0% | -27.0% | +300.0% | +282.3% |
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