+293.6%
ELF vs DGX
+237.3%
+56.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +5.9% | -1.2% | +7.1% | +6.4% |
| 3M | +99.5% | +19.9% | +79.6% | +86.9% |
| 6M | +26.5% | +19.2% | +7.3% | +18.4% |
| YTD | +37.2% | +37.5% | -0.3% | +21.0% |
| 1Y | -24.4% | +31.3% | -55.7% | -32.3% |
| 3Y | -23.3% | +96.6% | -120.0% | -43.3% |
| 5Y | +245.2% | +64.3% | +180.9% | +172.2% |
| All | +293.6% | +237.3% | +56.3% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling