+262.0%
ELF vs DD
+67.6%
+194.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | +3.4% | +6.7% | -3.4% | 0.0% |
| 30D | +5.0% | +19.4% | -14.4% | -4.4% |
| 3M | +22.6% | +7.6% | +14.9% | +17.5% |
| 6M | +104.0% | +2.9% | +101.1% | +98.7% |
| YTD | +49.3% | +29.9% | +19.4% | +26.3% |
| 1Y | +46.0% | +28.6% | +17.4% | +24.3% |
| 3Y | +19.4% | +90.0% | -70.6% | -18.6% |
| 5Y | +262.0% | +68.1% | +193.9% | +169.2% |
| All | +262.0% | +67.6% | +194.5% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling