+37.8%
ECL vs DAR
-41.1%
+78.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -0.8% | -9.9% | +9.2% | +0.5% |
| 30D | +8.1% | -16.4% | +24.5% | +10.3% |
| 3M | +6.4% | -17.1% | +23.4% | +8.4% |
| 6M | +14.8% | -20.5% | +35.2% | +17.4% |
| YTD | +15.5% | +39.4% | -24.0% | +8.3% |
| 1Y | +20.1% | +57.2% | -37.1% | +10.6% |
| 3Y | +77.8% | +13.9% | +63.9% | +67.4% |
| All | +37.8% | -41.1% | +78.8% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling