+314.5%
ELF vs DAR
+283.8%
+30.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -2.4% |
| 7D | -2.7% | -8.1% | +5.3% | -0.3% |
| 30D | +6.9% | -17.1% | +24.0% | +12.6% |
| 3M | +27.2% | -12.3% | +39.5% | +30.6% |
| 6M | +84.9% | -21.8% | +106.7% | +95.8% |
| YTD | +44.5% | +40.8% | +3.6% | +25.8% |
| 1Y | -6.8% | +57.4% | -64.1% | -21.8% |
| 3Y | +14.2% | +12.1% | +2.1% | +2.9% |
| 5Y | +250.6% | -40.2% | +290.8% | +273.3% |
| 10Y | +318.0% | +280.1% | +37.9% | +103.1% |
| All | +314.5% | +283.8% | +30.7% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling