-6.8%
ELF vs DECK
+10.4%
-17.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.8% |
| 7D | -2.7% | +6.0% | -8.8% | -4.9% |
| 30D | +6.9% | +7.4% | -0.6% | +4.0% |
| 3M | +27.2% | -11.7% | +38.8% | +32.4% |
| 6M | +84.9% | -11.0% | +95.8% | +91.4% |
| YTD | +44.5% | -15.4% | +59.8% | +51.9% |
| 1Y | -6.8% | +7.2% | -14.0% | -26.1% |
| All | -6.8% | +10.4% | -17.2% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling