+2,662.4%
DELL vs ECL
+197.5%
+2,464.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.6% | -8.8% | -8.0% |
| 7D | +4.9% | +2.9% | +2.0% | +3.4% |
| 30D | -32.1% | +7.5% | -39.6% | -34.7% |
| 3M | -30.2% | +12.2% | -42.5% | -34.5% |
| 6M | +41.7% | +24.6% | +17.1% | +24.1% |
| YTD | +176.6% | +18.8% | +157.8% | +148.7% |
| 1Y | +159.9% | +19.3% | +140.6% | +132.8% |
| 3Y | +388.0% | +78.2% | +309.8% | +243.8% |
| 5Y | +578.2% | +38.8% | +539.4% | +438.1% |
| All | +2,662.4% | +197.5% | +2,464.8% | +1,387.0% |
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