+313.8%
ELF vs DAR
+393.5%
-79.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +5.4% | +1.4% | +4.0% | +4.9% |
| 30D | +27.0% | +12.8% | +14.2% | +21.7% |
| 3M | +113.2% | +7.4% | +105.8% | +106.7% |
| 6M | +36.6% | +22.3% | +14.3% | +26.2% |
| YTD | +44.2% | +81.1% | -36.9% | +17.2% |
| 1Y | -18.0% | +106.5% | -124.5% | -36.6% |
| 3Y | -19.9% | +5.3% | -25.2% | -25.5% |
| 5Y | +257.7% | -11.5% | +269.2% | +236.8% |
| All | +313.8% | +393.5% | -79.6% | +85.5% |
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 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