+12,781.7%
ECL vs DTE
+3,490.8%
+9,290.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -2.2% | -2.6% | +0.4% | -1.1% |
| 3M | +10.1% | -3.9% | +14.0% | +12.0% |
| 6M | -5.7% | -7.9% | +2.2% | -2.3% |
| YTD | +7.0% | +7.2% | -0.2% | +3.2% |
| 1Y | +2.7% | +3.1% | -0.4% | +0.8% |
| 3Y | +57.7% | +47.6% | +10.1% | +29.7% |
| 5Y | +31.1% | +32.7% | -1.6% | +12.8% |
| 10Y | +150.9% | +138.8% | +12.1% | +63.7% |
| All | +12,781.7% | +3,490.8% | +9,290.9% | +2,874.5% |
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