+3,457.2%
DLR vs ECL
+1,084.0%
+2,373.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.2% |
| 7D | +2.4% | -0.5% | +2.9% | +2.7% |
| 30D | +0.7% | +8.8% | -8.1% | -4.1% |
| 3M | -6.4% | +7.8% | -14.3% | -10.7% |
| 6M | -6.5% | +21.3% | -27.8% | -17.0% |
| YTD | +18.8% | +17.8% | +1.0% | +6.8% |
| 1Y | +9.0% | +21.1% | -12.0% | -3.8% |
| 3Y | +54.5% | +80.1% | -25.6% | +5.9% |
| 5Y | +35.8% | +40.5% | -4.6% | +5.5% |
| 10Y | +177.5% | +197.7% | -20.3% | +20.5% |
| All | +3,457.2% | +1,084.0% | +2,373.2% | +463.4% |
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