-4.2%
DT vs ECL
+19.9%
-24.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.1% |
| 7D | +3.1% | +2.9% | +0.3% | +3.3% |
| 30D | -29.5% | +7.5% | -37.0% | -28.8% |
| 3M | -11.7% | +12.2% | -24.0% | -10.3% |
| 6M | +29.0% | +24.6% | +4.4% | +35.5% |
| YTD | +3.4% | +18.8% | -15.4% | +2.0% |
| 1Y | -4.2% | +19.3% | -23.6% | -5.5% |
| All | -4.2% | +19.9% | -24.1% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling