+347.2%
ELF vs DD
+105.6%
+241.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +6.3% | +2.2% | +4.1% | +5.2% |
| 30D | +8.5% | +20.7% | -12.2% | -0.8% |
| 3M | +24.4% | +11.3% | +13.1% | +17.9% |
| 6M | +94.7% | +6.0% | +88.8% | +87.3% |
| YTD | +55.9% | +31.7% | +24.2% | +34.0% |
| 1Y | +48.4% | +32.2% | +16.2% | +27.5% |
| 3Y | +24.6% | +92.7% | -68.0% | -10.9% |
| 5Y | +285.0% | +72.1% | +212.9% | +184.0% |
| 10Y | +357.2% | +99.7% | +257.6% | +209.1% |
| All | +347.2% | +105.6% | +241.6% | +210.0% |
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