+20.0%
ELF vs DRI
+70.6%
-50.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.0% |
| 7D | +7.8% | +3.1% | +4.7% | +6.2% |
| 30D | +9.3% | +16.2% | -7.0% | +1.3% |
| 3M | +21.2% | +8.4% | +12.8% | +15.9% |
| 6M | +96.1% | +19.0% | +77.1% | +77.8% |
| YTD | +57.0% | +28.8% | +28.1% | +37.4% |
| 1Y | +61.9% | +33.1% | +28.7% | +39.0% |
| 3Y | +20.0% | +70.8% | -50.8% | -13.1% |
| All | +20.0% | +70.6% | -50.6% | -13.1% |
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