-18.0%
ELF vs DG
+23.4%
-41.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.3% |
| 7D | +5.4% | +8.4% | -3.0% | +0.9% |
| 30D | +27.0% | +4.9% | +22.0% | +23.6% |
| 3M | +113.2% | +29.3% | +83.9% | +84.6% |
| 6M | +36.6% | -11.3% | +47.8% | +43.4% |
| YTD | +44.2% | +1.8% | +42.5% | +41.1% |
| 1Y | -18.0% | +25.3% | -43.3% | -32.0% |
| All | -18.0% | +23.4% | -41.4% | -32.0% |
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