+2,568.1%
ELV vs DRI
+2,225.6%
+342.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +0.4% | +9.7% | -9.3% | -2.1% |
| 3M | +8.4% | +3.2% | +5.2% | +7.2% |
| 6M | +8.4% | +20.6% | -12.1% | +2.4% |
| YTD | +24.4% | +28.3% | -3.9% | +15.0% |
| 1Y | +33.5% | +34.5% | -1.0% | +21.8% |
| 3Y | -2.1% | +66.5% | -68.6% | -17.4% |
| 5Y | +5.8% | +79.6% | -73.9% | -14.2% |
| 10Y | +268.9% | +333.8% | -64.9% | +114.4% |
| All | +2,568.1% | +2,225.6% | +342.5% | +831.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling