+314.5%
ELF vs DRI
+391.0%
-76.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -2.7% | +3.7% | -6.5% | -4.3% |
| 30D | +6.9% | +13.5% | -6.6% | +1.2% |
| 3M | +27.2% | +10.4% | +16.8% | +21.7% |
| 6M | +84.9% | +19.5% | +65.4% | +70.4% |
| YTD | +44.5% | +28.2% | +16.3% | +29.5% |
| 1Y | -6.8% | +31.0% | -37.8% | -17.1% |
| 3Y | +14.2% | +67.1% | -52.8% | -8.7% |
| 5Y | +250.6% | +74.7% | +175.9% | +172.0% |
| 10Y | +318.0% | +376.2% | -58.2% | +161.0% |
| All | +314.5% | +391.0% | -76.5% | +161.8% |
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 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