-28.8%
ELF vs DGX
+29.3%
-58.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.2% |
| 7D | -10.8% | -3.5% | -7.4% | -10.7% |
| 30D | +0.8% | -2.7% | +3.5% | +0.9% |
| 3M | +64.8% | +13.9% | +50.9% | +66.0% |
| 6M | +19.0% | +16.0% | +2.9% | +20.2% |
| YTD | +25.9% | +34.9% | -9.0% | +25.9% |
| 1Y | -28.8% | +30.6% | -59.3% | -28.6% |
| All | -28.8% | +29.3% | -58.1% | -28.6% |
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