+7,154.7%
ECL vs DAR
+1,762.6%
+5,392.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.6% | +1.4% | -4.0% | -2.7% |
| 30D | -2.2% | +12.8% | -15.0% | -2.9% |
| 3M | +10.1% | +7.4% | +2.7% | +9.5% |
| 6M | -5.7% | +22.3% | -28.0% | -7.0% |
| YTD | +7.0% | +81.1% | -74.1% | +3.1% |
| 1Y | +2.7% | +106.5% | -103.8% | -1.9% |
| 3Y | +57.7% | +5.3% | +52.4% | +55.2% |
| 5Y | +31.1% | -11.5% | +42.7% | +29.6% |
| 10Y | +150.9% | +353.3% | -202.5% | +127.5% |
| All | +7,154.7% | +1,762.6% | +5,392.2% | +6,120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling