+58.6%
ELF vs DD
+27.9%
+30.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +1.6% | +5.0% | -3.4% | +0.2% |
| 30D | +9.1% | +19.7% | -10.6% | +3.8% |
| 3M | +28.2% | +7.2% | +21.0% | +25.4% |
| 6M | +119.5% | +1.0% | +118.5% | +118.3% |
| YTD | +55.2% | +29.1% | +26.1% | +31.8% |
| 1Y | +58.6% | +28.5% | +30.1% | +35.4% |
| All | +58.6% | +27.9% | +30.7% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling