-43.0%
DT vs ECL
+37.7%
-80.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.3% |
| 7D | -24.7% | -0.8% | -23.9% | -24.3% |
| 30D | -27.4% | +8.1% | -35.5% | -30.2% |
| 3M | -11.1% | +6.4% | -17.5% | -14.0% |
| 6M | +13.7% | +14.8% | -1.1% | +5.2% |
| YTD | +0.2% | +15.5% | -15.2% | -8.9% |
| 1Y | -5.7% | +20.1% | -25.8% | -16.5% |
| 3Y | -8.1% | +77.8% | -85.9% | -39.4% |
| All | -43.0% | +37.7% | -80.6% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling