-100.0%
DFNS vs ECL
+78.2%
-178.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.7% | -10.5% | -13.2% |
| 7D | -44.0% | -0.8% | -43.3% | -44.1% |
| 30D | -69.1% | +8.1% | -77.2% | -67.6% |
| 3M | -95.6% | +6.4% | -102.0% | -95.4% |
| 6M | -96.2% | +14.8% | -110.9% | -95.8% |
| YTD | -99.6% | +15.5% | -115.1% | -99.6% |
| 1Y | -99.7% | +20.1% | -119.9% | -99.7% |
| 3Y | -100.0% | +77.8% | -177.7% | -100.0% |
| All | -100.0% | +78.2% | -178.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling