+110.9%
DT vs ECL
+48.0%
+62.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | +2.7% | -2.5% | +5.2% | +4.0% |
| 3M | +20.0% | +8.3% | +11.6% | +14.7% |
| 6M | +28.0% | -1.1% | +29.1% | +27.4% |
| YTD | +16.0% | +6.5% | +9.5% | +10.1% |
| 1Y | +0.7% | +2.1% | -1.4% | -2.3% |
| 3Y | +6.2% | +57.6% | -51.4% | -21.6% |
| 5Y | -28.1% | +28.1% | -56.2% | -41.6% |
| All | +110.9% | +48.0% | +62.9% | +67.6% |
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