+341.4%
ELF vs DD
+87.9%
+253.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.2% |
| 7D | +4.0% | +4.6% | -0.6% | +1.6% |
| 30D | +10.6% | +11.8% | -1.2% | +4.8% |
| 3M | +25.8% | +2.2% | +23.7% | +24.0% |
| 6M | +89.1% | -1.6% | +90.7% | +88.2% |
| YTD | +52.7% | +23.0% | +29.7% | +35.6% |
| 1Y | +51.7% | +26.9% | +24.8% | +32.7% |
| 3Y | +14.2% | +77.9% | -63.7% | -15.4% |
| 5Y | +270.7% | +59.9% | +210.8% | +182.7% |
| All | +341.4% | +87.9% | +253.5% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling