+49.5%
DOW vs ECL
+20.7%
+28.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -6.8% | +0.4% | -7.3% | -6.7% |
| 30D | +10.8% | +8.6% | +2.2% | +11.6% |
| 3M | +4.1% | +7.9% | -3.8% | +4.9% |
| 6M | -12.7% | +21.0% | -33.8% | -11.3% |
| YTD | +39.2% | +17.5% | +21.7% | +34.3% |
| 1Y | +49.5% | +19.7% | +29.8% | +41.4% |
| All | +49.5% | +20.7% | +28.8% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling