+358.3%
DELL vs ECL
+3.7%
+354.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +12.1% |
| 7D | +8.2% | -1.1% | +9.3% | +8.0% |
| 30D | +17.1% | -0.8% | +17.9% | +17.0% |
| 3M | +45.2% | +5.0% | +40.1% | +43.1% |
| 6M | +286.8% | +0.2% | +286.5% | +288.2% |
| YTD | +354.8% | +5.8% | +349.0% | +358.4% |
| 1Y | +358.3% | +1.5% | +356.7% | +367.8% |
| All | +358.3% | +3.7% | +354.6% | +367.8% |
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