+2,876.0%
DELL vs ECL
+192.9%
+2,683.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +17.1% | -0.5% | +17.6% | +17.4% |
| 30D | -35.1% | +6.6% | -41.6% | -37.3% |
| 3M | -23.3% | +9.6% | -32.9% | -27.0% |
| 6M | +55.8% | +21.6% | +34.2% | +38.2% |
| YTD | +198.0% | +16.9% | +181.1% | +170.1% |
| 1Y | +166.6% | +17.9% | +148.7% | +140.3% |
| 3Y | +427.6% | +76.5% | +351.2% | +273.6% |
| 5Y | +630.6% | +36.6% | +594.0% | +484.6% |
| All | +2,876.0% | +192.9% | +2,683.1% | +1,515.5% |
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