+1,129.1%
DIA vs ECL
+2,648.2%
-1,519.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.2% | -2.6% | +2.4% | +1.1% |
| 30D | -1.5% | -2.2% | +0.6% | -0.5% |
| 3M | +3.8% | +10.1% | -6.3% | -1.4% |
| 6M | +10.3% | -5.7% | +16.0% | +12.9% |
| YTD | +12.1% | +7.0% | +5.1% | +7.6% |
| 1Y | +18.6% | +2.7% | +16.0% | +15.8% |
| 3Y | +60.6% | +57.7% | +2.9% | +24.5% |
| 5Y | +64.4% | +31.1% | +33.3% | +36.2% |
| 10Y | +250.1% | +150.9% | +99.2% | +102.4% |
| All | +1,129.1% | +2,648.2% | -1,519.1% | +116.7% |
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