+2,886.3%
DELL vs ECL
+196.0%
+2,690.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.6% | +11.2% | +11.5% |
| 7D | +0.4% | -2.3% | +2.6% | +1.7% |
| 30D | -35.1% | +8.3% | -43.4% | -37.8% |
| 3M | -15.1% | +8.4% | -23.6% | -18.9% |
| 6M | +51.7% | +23.3% | +28.5% | +33.7% |
| YTD | +200.0% | +18.2% | +181.8% | +170.5% |
| 1Y | +172.1% | +18.8% | +153.4% | +144.5% |
| 3Y | +431.2% | +78.5% | +352.7% | +274.1% |
| 5Y | +633.1% | +40.1% | +593.0% | +478.7% |
| 10Y | +2,886.3% | +196.5% | +2,689.9% | +1,479.9% |
| All | +2,886.3% | +196.0% | +2,690.3% | +1,479.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling