+313.8%
ELF vs DRI
+362.0%
-48.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +5.4% | +0.6% | +4.8% | +5.1% |
| 30D | +27.0% | +3.8% | +23.1% | +24.8% |
| 3M | +113.2% | +13.0% | +100.2% | +101.4% |
| 6M | +36.6% | +8.3% | +28.3% | +31.6% |
| YTD | +44.2% | +20.6% | +23.6% | +32.9% |
| 1Y | -18.0% | +6.5% | -24.4% | -20.5% |
| 3Y | -19.9% | +53.7% | -73.6% | -33.7% |
| 5Y | +257.7% | +72.7% | +185.0% | +179.5% |
| All | +313.8% | +362.0% | -48.1% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling