+75.4%
ECL vs DTE
+56.5%
+18.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | +3.2% | -3.7% | -1.7% |
| 30D | +6.6% | +8.5% | -1.9% | +3.5% |
| 3M | +9.6% | +1.3% | +8.3% | +9.0% |
| 6M | +21.6% | -0.7% | +22.3% | +21.8% |
| YTD | +16.9% | +10.6% | +6.3% | +12.5% |
| 1Y | +17.9% | +2.6% | +15.2% | +16.5% |
| All | +75.4% | +56.5% | +18.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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