+75.4%
ECL vs DAR
+32.2%
+43.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -0.5% | +9.2% | -9.7% | -0.7% |
| 30D | +6.6% | -12.3% | +18.8% | +6.9% |
| 3M | +9.6% | -12.7% | +22.3% | +9.9% |
| 6M | +21.6% | -12.8% | +34.4% | +21.9% |
| YTD | +16.9% | +53.8% | -36.9% | +13.2% |
| 1Y | +17.9% | +60.3% | -42.4% | +13.8% |
| All | +75.4% | +32.2% | +43.2% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling