+1,081.8%
DIA vs ECL
+2,866.7%
-1,784.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | -0.9% | -0.8% | -0.2% | -0.6% |
| 30D | +0.3% | +8.1% | -7.9% | -3.6% |
| 3M | -4.5% | +6.4% | -10.9% | -7.5% |
| 6M | +3.4% | +14.8% | -11.4% | -4.0% |
| YTD | +7.8% | +15.5% | -7.7% | -0.5% |
| 1Y | +10.7% | +20.1% | -9.4% | +0.2% |
| 3Y | +57.5% | +77.8% | -20.2% | +15.1% |
| 5Y | +53.7% | +37.9% | +15.9% | +24.5% |
| 10Y | +247.2% | +202.7% | +44.5% | +82.7% |
| All | +1,081.8% | +2,866.7% | -1,784.9% | +100.5% |
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