+77.8%
ECL vs DAR
+11.9%
+65.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -0.8% | -9.9% | +9.2% | -0.6% |
| 30D | +8.1% | -16.4% | +24.5% | +8.5% |
| 3M | +6.4% | -17.1% | +23.4% | +6.6% |
| 6M | +14.8% | -20.5% | +35.2% | +15.3% |
| YTD | +15.5% | +39.4% | -24.0% | +12.2% |
| 1Y | +20.1% | +57.2% | -37.1% | +15.9% |
| 3Y | +77.8% | +13.9% | +63.9% | +72.5% |
| All | +77.8% | +11.9% | +65.9% | +72.5% |
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