-3.9%
ELF vs DGX
+45.0%
-48.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.5% |
| 7D | -1.5% | +4.1% | -5.6% | -2.0% |
| 30D | +9.5% | +10.5% | -1.0% | +8.4% |
| 3M | +29.4% | +9.8% | +19.6% | +27.9% |
| 6M | +83.7% | +34.6% | +49.2% | +81.4% |
| YTD | +49.4% | +49.8% | -0.4% | +38.7% |
| 1Y | -3.9% | +46.0% | -50.0% | -9.8% |
| All | -3.9% | +45.0% | -48.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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