+2,419.4%
ELV vs DAR
+8,709.5%
-6,290.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +3.3% | +1.4% | +2.0% | +3.1% |
| 30D | +4.2% | +12.8% | -8.6% | +2.6% |
| 3M | -0.1% | +7.4% | -7.4% | -1.1% |
| 6M | +41.3% | +22.3% | +19.0% | +37.6% |
| YTD | +17.4% | +81.1% | -63.6% | +9.3% |
| 1Y | +35.1% | +106.5% | -71.4% | +23.6% |
| 3Y | -3.2% | +5.3% | -8.5% | -6.2% |
| 5Y | +15.6% | -11.5% | +27.2% | +12.7% |
| 10Y | +276.8% | +353.3% | -76.6% | +203.2% |
| All | +2,419.4% | +8,709.5% | -6,290.1% | +1,909.5% |
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