+338.3%
ELF vs DG
+112.0%
+226.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.5% |
| 7D | +4.0% | +1.1% | +2.9% | +3.5% |
| 30D | +10.6% | +9.5% | +1.1% | +7.7% |
| 3M | +25.8% | +5.5% | +20.4% | +23.6% |
| 6M | +89.1% | +16.1% | +73.0% | +81.0% |
| YTD | +52.7% | +2.7% | +50.1% | +50.7% |
| 1Y | +51.7% | +42.1% | +9.6% | +38.4% |
| 3Y | +14.2% | +19.3% | -5.0% | +5.1% |
| 5Y | +270.7% | -35.3% | +306.0% | +297.5% |
| 10Y | +341.9% | +123.9% | +218.0% | +256.4% |
| All | +338.3% | +112.0% | +226.3% | +254.7% |
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 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