+13,978.1%
ECL vs DTE
+3,606.7%
+10,371.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | +3.2% | -3.7% | -1.9% |
| 30D | +6.6% | +8.5% | -1.9% | +2.7% |
| 3M | +9.6% | +1.3% | +8.3% | +8.9% |
| 6M | +21.6% | -0.7% | +22.3% | +21.8% |
| YTD | +16.9% | +10.6% | +6.3% | +11.2% |
| 1Y | +17.9% | +2.6% | +15.2% | +15.9% |
| 3Y | +76.5% | +56.5% | +20.0% | +41.4% |
| 5Y | +36.6% | +46.7% | -10.1% | +12.2% |
| 10Y | +193.2% | +150.4% | +42.8% | +87.5% |
| All | +13,978.1% | +3,606.7% | +10,371.4% | +3,102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling