+357.2%
ELF vs DRI
+343.2%
+14.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +6.3% | +4.2% | +2.1% | +4.4% |
| 30D | +8.5% | +15.7% | -7.2% | +1.9% |
| 3M | +24.4% | +5.8% | +18.7% | +21.1% |
| 6M | +94.7% | +18.4% | +76.3% | +80.0% |
| YTD | +55.9% | +28.2% | +27.6% | +39.5% |
| 1Y | +48.4% | +35.9% | +12.5% | +29.5% |
| 3Y | +24.6% | +67.7% | -43.1% | -0.8% |
| 5Y | +285.0% | +77.9% | +207.1% | +195.7% |
| 10Y | +357.2% | +338.7% | +18.5% | +159.8% |
| All | +357.2% | +343.2% | +14.0% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling