+332.4%
ELF vs DECK
+937.4%
-605.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | -0.4% |
| 7D | -1.5% | +10.4% | -11.9% | -5.4% |
| 30D | +9.5% | +11.1% | -1.6% | +5.0% |
| 3M | +29.4% | -10.8% | +40.1% | +34.7% |
| 6M | +83.7% | -8.7% | +92.5% | +88.7% |
| YTD | +49.4% | -14.0% | +63.5% | +55.4% |
| 1Y | -3.9% | +12.0% | -16.0% | -9.9% |
| 3Y | +18.2% | -10.5% | +28.6% | +18.1% |
| 5Y | +276.1% | +28.5% | +247.6% | +216.3% |
| 10Y | +332.4% | +923.3% | -590.9% | +127.1% |
| All | +332.4% | +937.4% | -605.0% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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