+313.8%
ELF vs DG
+110.1%
+203.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.7% |
| 7D | +5.4% | +8.4% | -3.0% | +3.1% |
| 30D | +27.0% | +4.9% | +22.0% | +25.3% |
| 3M | +113.2% | +29.3% | +83.9% | +99.4% |
| 6M | +36.6% | -11.3% | +47.8% | +40.0% |
| YTD | +44.2% | +1.8% | +42.5% | +43.1% |
| 1Y | -18.0% | +25.3% | -43.3% | -22.5% |
| 3Y | -19.9% | +9.1% | -29.0% | -24.4% |
| 5Y | +257.7% | -34.9% | +292.6% | +283.8% |
| All | +313.8% | +110.1% | +203.8% | +236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling