+275.1%
ELF vs DRI
+74.0%
+201.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.3% |
| 7D | +4.0% | +2.8% | +1.2% | +2.3% |
| 30D | +10.6% | +13.3% | -2.7% | +3.1% |
| 3M | +25.8% | +8.2% | +17.6% | +19.9% |
| 6M | +89.1% | +17.5% | +71.5% | +70.9% |
| YTD | +52.7% | +26.9% | +25.8% | +32.6% |
| 1Y | +51.7% | +31.6% | +20.2% | +28.6% |
| 3Y | +14.2% | +67.0% | -52.7% | -15.6% |
| All | +275.1% | +74.0% | +201.1% | +155.8% |
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 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