+4,681.2%
DELL vs ECL
+154.3%
+4,526.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +14.9% | -2.6% | +17.5% | +16.4% |
| 30D | +13.3% | -2.2% | +15.4% | +14.2% |
| 3M | +24.4% | +10.1% | +14.3% | +16.9% |
| 6M | +258.0% | -5.7% | +263.7% | +263.7% |
| YTD | +320.2% | +7.0% | +313.2% | +299.4% |
| 1Y | +319.1% | +2.7% | +316.4% | +305.3% |
| 3Y | +706.5% | +57.7% | +648.8% | +506.2% |
| 5Y | +1,071.9% | +31.1% | +1,040.8% | +853.3% |
| 10Y | +4,683.5% | +150.9% | +4,532.6% | +2,559.4% |
| All | +4,681.2% | +154.3% | +4,526.9% | +2,541.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling