+293.6%
ELF vs DD
+72.1%
+221.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | +5.9% | -7.4% | +13.3% | +9.7% |
| 3M | +99.5% | -6.4% | +106.0% | +104.7% |
| 6M | +26.5% | -2.5% | +29.0% | +25.9% |
| YTD | +37.2% | +10.2% | +26.9% | +28.5% |
| 1Y | -24.4% | +36.9% | -61.4% | -36.2% |
| 3Y | -23.3% | +47.0% | -70.3% | -37.9% |
| 5Y | +245.2% | +63.1% | +182.0% | +162.6% |
| All | +293.6% | +72.1% | +221.5% | +197.3% |
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