+58.6%
ELF vs DRI
+34.4%
+24.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +3.7% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +9.1% | +9.7% | -0.6% | +4.1% |
| 3M | +28.2% | +3.2% | +25.0% | +26.0% |
| 6M | +119.5% | +20.6% | +99.0% | +94.3% |
| YTD | +55.2% | +28.3% | +26.9% | +38.3% |
| 1Y | +58.6% | +34.5% | +24.1% | +37.6% |
| All | +58.6% | +34.4% | +24.2% | +37.6% |
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