-19.5%
ELF vs DG
+9.1%
-28.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.7% |
| 7D | +5.4% | +8.4% | -3.0% | +3.3% |
| 30D | +27.0% | +4.9% | +22.0% | +25.4% |
| 3M | +113.2% | +29.3% | +83.9% | +100.6% |
| 6M | +36.6% | -11.3% | +47.8% | +38.6% |
| YTD | +44.2% | +1.8% | +42.5% | +42.9% |
| 1Y | -18.0% | +25.3% | -43.3% | -21.7% |
| All | -19.5% | +9.1% | -28.6% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling