-3.9%
ELF vs DG
+45.3%
-49.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.6% | -2.4% |
| 7D | -1.5% | +12.3% | -13.8% | -7.7% |
| 30D | +9.5% | +19.3% | -9.8% | -1.0% |
| 3M | +29.4% | +11.9% | +17.5% | +21.0% |
| 6M | +83.7% | +25.0% | +58.7% | +59.8% |
| YTD | +49.4% | +8.7% | +40.7% | +39.3% |
| 1Y | -3.9% | +44.7% | -48.6% | -39.3% |
| All | -3.9% | +45.3% | -49.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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