-2.0%
ELV vs DRI
+67.6%
-69.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | +1.1% | +10.8% | -9.8% | -0.2% |
| 3M | +8.2% | +0.9% | +7.3% | +7.9% |
| 6M | +10.2% | +16.3% | -6.1% | +7.9% |
| YTD | +24.4% | +27.8% | -3.3% | +19.6% |
| 1Y | +33.8% | +33.9% | 0.0% | +27.7% |
| All | -2.0% | +67.6% | -69.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling