+2,568.1%
ELV vs DD
+428.2%
+2,139.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | +1.0% | +5.0% | -4.0% | -0.6% |
| 30D | +0.4% | +19.7% | -19.3% | -5.3% |
| 3M | +8.4% | +7.2% | +1.2% | +5.6% |
| 6M | +8.4% | +1.0% | +7.4% | +7.2% |
| YTD | +24.4% | +29.1% | -4.7% | +13.3% |
| 1Y | +33.5% | +28.5% | +5.0% | +21.7% |
| 3Y | -2.1% | +89.4% | -91.5% | -23.6% |
| 5Y | +5.8% | +67.1% | -61.4% | -15.9% |
| 10Y | +268.9% | +97.5% | +171.4% | +158.5% |
| All | +2,568.1% | +428.2% | +2,139.9% | +1,037.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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