+177.5%
DLR vs ECL
+205.6%
-28.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.5% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | +0.7% | +8.8% | -8.1% | -3.0% |
| 3M | -6.4% | +7.8% | -14.3% | -9.8% |
| 6M | -6.5% | +21.3% | -27.8% | -14.8% |
| YTD | +18.8% | +17.8% | +1.0% | +9.3% |
| 1Y | +9.0% | +21.1% | -12.0% | -1.1% |
| 3Y | +54.5% | +80.1% | -25.6% | +14.8% |
| 5Y | +35.8% | +40.5% | -4.6% | +9.9% |
| 10Y | +177.5% | +197.7% | -20.3% | +68.3% |
| All | +177.5% | +205.6% | -28.1% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling