-18.0%
ELF vs DRI
+6.9%
-24.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +5.4% | +0.6% | +4.8% | +5.0% |
| 30D | +27.0% | +3.8% | +23.1% | +24.1% |
| 3M | +113.2% | +13.0% | +100.2% | +96.0% |
| 6M | +36.6% | +8.3% | +28.3% | +29.4% |
| YTD | +44.2% | +20.6% | +23.6% | +30.6% |
| 1Y | -18.0% | +6.5% | -24.4% | -23.6% |
| All | -18.0% | +6.9% | -24.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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