+4,177.7%
DELL vs ECL
+149.7%
+4,028.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.3% |
| 7D | +8.7% | -2.7% | +11.5% | +10.2% |
| 30D | +16.9% | -4.3% | +21.2% | +19.1% |
| 3M | +40.4% | +3.2% | +37.2% | +36.6% |
| 6M | +267.1% | -2.9% | +270.0% | +266.7% |
| YTD | +329.1% | +4.3% | +324.8% | +312.9% |
| 1Y | +346.9% | +1.6% | +345.3% | +334.0% |
| 3Y | +696.6% | +54.3% | +642.4% | +504.6% |
| 5Y | +1,106.2% | +26.5% | +1,079.7% | +899.6% |
| 10Y | +4,177.7% | +155.6% | +4,022.2% | +2,231.1% |
| All | +4,177.7% | +149.7% | +4,028.1% | +2,231.1% |
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