+313.8%
ELF vs DD
+72.5%
+241.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +1.9% |
| 7D | +5.4% | -3.5% | +8.9% | +7.1% |
| 30D | +27.0% | -10.3% | +37.3% | +33.3% |
| 3M | +113.2% | -7.5% | +120.7% | +120.0% |
| 6M | +36.6% | -8.0% | +44.6% | +39.6% |
| YTD | +44.2% | +10.5% | +33.8% | +35.0% |
| 1Y | -18.0% | +38.3% | -56.3% | -31.1% |
| 3Y | -19.9% | +42.5% | -62.4% | -34.3% |
| 5Y | +257.7% | +60.2% | +197.5% | +174.2% |
| All | +313.8% | +72.5% | +241.4% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling