+21.3%
ELF vs DG
+21.7%
-0.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +9.1% | +3.2% | +5.9% | +8.0% |
| 3M | +28.2% | +10.4% | +17.7% | +24.6% |
| 6M | +119.5% | +33.2% | +86.4% | +104.0% |
| YTD | +55.2% | +3.0% | +52.2% | +52.8% |
| 1Y | +58.6% | +31.2% | +27.4% | +49.5% |
| 3Y | +21.3% | +21.8% | -0.5% | +6.7% |
| All | +21.3% | +21.7% | -0.4% | +6.7% |
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