+279.2%
ELF vs DRI
+78.6%
+200.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +4.3% | -0.7% | +5.0% | +4.7% |
| 30D | +7.7% | +14.7% | -6.9% | -0.2% |
| 3M | +24.7% | +5.4% | +19.3% | +20.6% |
| 6M | +114.6% | +18.8% | +95.8% | +92.9% |
| YTD | +55.8% | +28.4% | +27.4% | +34.4% |
| 1Y | +51.9% | +37.7% | +14.3% | +25.7% |
| 3Y | +24.6% | +68.0% | -43.4% | -8.2% |
| 5Y | +279.2% | +78.8% | +200.4% | +155.5% |
| All | +279.2% | +78.6% | +200.6% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling