+3,595.7%
DLR vs ECL
+975.2%
+2,620.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.6% | -2.6% | +4.2% | +3.1% |
| 30D | -3.4% | -2.2% | -1.2% | -2.3% |
| 3M | +0.5% | +10.1% | -9.6% | -5.4% |
| 6M | +4.6% | -5.7% | +10.3% | +7.3% |
| YTD | +23.4% | +7.0% | +16.5% | +17.4% |
| 1Y | +19.0% | +2.7% | +16.4% | +15.4% |
| 3Y | +56.5% | +57.7% | -1.2% | +16.0% |
| 5Y | +33.3% | +31.1% | +2.2% | +7.6% |
| 10Y | +165.1% | +150.9% | +14.3% | +28.4% |
| All | +3,595.7% | +975.2% | +2,620.5% | +519.4% |
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