+7,731.4%
ECL vs DAR
+1,334.0%
+6,397.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -0.8% | -9.9% | +9.2% | -0.2% |
| 30D | +8.1% | -16.4% | +24.5% | +9.2% |
| 3M | +6.4% | -17.1% | +23.4% | +7.3% |
| 6M | +14.8% | -20.5% | +35.2% | +16.0% |
| YTD | +15.5% | +39.4% | -24.0% | +12.9% |
| 1Y | +20.1% | +57.2% | -37.1% | +16.6% |
| 3Y | +77.8% | +13.9% | +63.9% | +74.0% |
| 5Y | +37.9% | -40.8% | +78.7% | +39.3% |
| 10Y | +202.7% | +276.2% | -73.6% | +177.6% |
| All | +7,731.4% | +1,334.0% | +6,397.4% | +6,709.7% |
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 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