+2,569.4%
ELV vs DRI
+2,217.1%
+352.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +8.2% | +0.9% | +7.3% | +7.7% |
| 6M | +10.2% | +16.3% | -6.1% | +5.1% |
| YTD | +24.4% | +27.8% | -3.3% | +15.1% |
| 1Y | +33.8% | +33.9% | 0.0% | +22.2% |
| 3Y | -1.4% | +67.2% | -68.6% | -16.9% |
| 5Y | +5.8% | +79.0% | -73.2% | -14.0% |
| 10Y | +269.1% | +332.2% | -63.1% | +114.7% |
| All | +2,569.4% | +2,217.1% | +352.4% | +832.4% |
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