+197.7%
ECL vs DAR
+288.2%
-90.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.6% | +1.0% |
| 7D | -0.5% | -2.8% | +2.2% | 0.0% |
| 30D | +8.8% | -12.8% | +21.7% | +11.8% |
| 3M | +7.8% | -11.6% | +19.4% | +10.0% |
| 6M | +21.3% | -16.8% | +38.1% | +24.9% |
| YTD | +17.8% | +45.9% | -28.1% | +6.0% |
| 1Y | +21.1% | +61.5% | -40.4% | +6.3% |
| 3Y | +80.1% | +23.0% | +57.1% | +60.8% |
| 5Y | +40.5% | -35.8% | +76.3% | +46.5% |
| 10Y | +197.7% | +280.4% | -82.6% | +69.7% |
| All | +197.7% | +288.2% | -90.5% | +69.7% |
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