+2,568.1%
ELV vs DAR
+7,466.2%
-4,898.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | +1.0% | +11.6% | -10.6% | -0.3% |
| 30D | +0.4% | -10.2% | +10.6% | +1.5% |
| 3M | +8.4% | -14.8% | +23.2% | +10.0% |
| 6M | +8.4% | -10.1% | +18.5% | +9.2% |
| YTD | +24.4% | +55.5% | -31.2% | +17.5% |
| 1Y | +33.5% | +61.7% | -28.2% | +25.5% |
| 3Y | -2.1% | +37.2% | -39.2% | -8.1% |
| 5Y | +5.8% | -26.9% | +32.7% | +5.2% |
| 10Y | +268.9% | +314.4% | -45.5% | +199.8% |
| All | +2,568.1% | +7,466.2% | -4,898.1% | +2,060.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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