-100.0%
DFNS vs ECL
+58.0%
-158.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -2.6% |
| 7D | -42.8% | -0.5% | -42.3% | -42.8% |
| 30D | -67.6% | +8.8% | -76.4% | -67.0% |
| 3M | -94.9% | +7.8% | -102.7% | -94.8% |
| 6M | -96.7% | +21.3% | -118.0% | -96.6% |
| YTD | -99.6% | +17.8% | -117.4% | -99.6% |
| 1Y | -99.7% | +21.1% | -120.8% | -99.7% |
| 3Y | -100.0% | +80.1% | -180.1% | -100.0% |
| 5Y | -100.0% | +40.5% | -140.5% | -100.0% |
| All | -100.0% | +58.0% | -158.0% | -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 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