+1,122.0%
DELL vs ECL
+29.5%
+1,092.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +25.6% | -0.8% | +26.4% | +26.0% |
| 30D | +17.7% | -2.5% | +20.1% | +18.6% |
| 3M | +33.4% | +8.3% | +25.1% | +27.6% |
| 6M | +266.2% | -1.1% | +267.3% | +263.9% |
| YTD | +328.0% | +6.5% | +321.5% | +311.3% |
| 1Y | +339.6% | +2.1% | +337.5% | +329.5% |
| 3Y | +694.6% | +57.6% | +637.0% | +520.4% |
| 5Y | +1,122.0% | +28.1% | +1,093.9% | +868.0% |
| All | +1,122.0% | +29.5% | +1,092.5% | +868.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling