+883.0%
ELV vs DG
+606.1%
+277.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.1% |
| 7D | +3.3% | +8.4% | -5.1% | +1.6% |
| 30D | +4.2% | +4.9% | -0.8% | +3.0% |
| 3M | -0.1% | +29.3% | -29.4% | -5.8% |
| 6M | +41.3% | -11.3% | +52.5% | +43.9% |
| YTD | +17.4% | +1.8% | +15.7% | +16.1% |
| 1Y | +35.1% | +25.3% | +9.7% | +26.9% |
| 3Y | -3.2% | +9.1% | -12.3% | -10.0% |
| 5Y | +15.6% | -34.9% | +50.5% | +20.7% |
| 10Y | +276.8% | +108.2% | +168.6% | +190.3% |
| All | +883.0% | +606.1% | +277.0% | +441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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