+43.9%
DE vs ECL
+19.9%
+24.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.6% |
| 7D | +0.3% | +2.9% | -2.6% | -1.2% |
| 30D | +3.6% | +7.5% | -3.9% | -0.3% |
| 3M | +10.2% | +12.2% | -2.0% | +3.4% |
| 6M | +16.6% | +24.6% | -8.0% | +1.9% |
| YTD | +45.8% | +18.8% | +27.1% | +31.8% |
| 1Y | +43.9% | +19.3% | +24.6% | +29.9% |
| All | +43.9% | +19.9% | +24.0% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling