+153.2%
ECL vs DAR
+367.0%
-213.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -2.5% | +13.0% | -15.4% | -5.3% |
| 3M | +8.3% | +15.0% | -6.7% | +4.4% |
| 6M | -1.1% | +26.8% | -27.9% | -7.2% |
| YTD | +6.5% | +86.4% | -79.9% | -8.8% |
| 1Y | +2.1% | +115.1% | -113.0% | -16.0% |
| 3Y | +57.6% | +14.6% | +43.0% | +46.5% |
| 5Y | +28.1% | -8.8% | +36.8% | +22.4% |
| 10Y | +153.2% | +356.5% | -203.3% | +38.8% |
| All | +153.2% | +367.0% | -213.8% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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