+7.9%
DT vs ECL
+1.7%
+6.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.5% | -2.6% | +0.1% | -2.6% |
| 30D | +3.5% | -4.6% | +8.1% | +3.4% |
| 3M | +26.7% | +6.0% | +20.7% | +27.9% |
| 6M | +36.1% | -3.0% | +39.1% | +38.0% |
| YTD | +18.6% | +4.0% | +14.6% | +15.2% |
| 1Y | +7.9% | +2.0% | +5.9% | +4.0% |
| All | +7.9% | +1.7% | +6.2% | +4.0% |
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