+172.1%
DELL vs ECL
+19.8%
+152.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.6% | +11.2% | +11.8% |
| 7D | +0.4% | -2.3% | +2.6% | -0.1% |
| 30D | -35.1% | +8.3% | -43.4% | -34.2% |
| 3M | -15.1% | +8.4% | -23.6% | -13.9% |
| 6M | +51.7% | +23.3% | +28.5% | +47.6% |
| YTD | +200.0% | +18.2% | +181.8% | +206.4% |
| 1Y | +172.1% | +18.8% | +153.4% | +178.2% |
| All | +172.1% | +19.8% | +152.4% | +178.2% |
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