+14.2%
ELF vs DRI
+66.4%
-52.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | +4.0% | +2.8% | +1.2% | +2.5% |
| 30D | +10.6% | +13.3% | -2.7% | +3.8% |
| 3M | +25.8% | +8.2% | +17.6% | +20.5% |
| 6M | +89.1% | +17.5% | +71.5% | +72.4% |
| YTD | +52.7% | +26.9% | +25.8% | +34.7% |
| 1Y | +51.7% | +31.6% | +20.2% | +31.0% |
| 3Y | +14.2% | +67.0% | -52.7% | -18.8% |
| All | +14.2% | +66.4% | -52.2% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling