+49.5%
ELF vs DG
+40.4%
+9.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.9% |
| 7D | +7.8% | +0.7% | +7.2% | +7.3% |
| 30D | +9.3% | +7.4% | +1.8% | +5.4% |
| 3M | +21.2% | +8.5% | +12.7% | +16.3% |
| 6M | +96.1% | +21.9% | +74.2% | +77.7% |
| YTD | +57.0% | +4.9% | +52.0% | +51.9% |
| All | +49.5% | +40.4% | +9.1% | +34.5% |
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