-10.8%
DOW vs ECL
+72.2%
-83.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -2.4% | -2.6% | +0.2% | -0.9% |
| 30D | +0.4% | -2.2% | +2.5% | +1.5% |
| 3M | -14.4% | +10.1% | -24.5% | -19.8% |
| 6M | -7.0% | -5.7% | -1.2% | -5.5% |
| YTD | +30.2% | +7.0% | +23.2% | +22.5% |
| 1Y | +29.2% | +2.7% | +26.5% | +24.5% |
| 3Y | -36.7% | +57.7% | -94.4% | -54.1% |
| 5Y | -37.7% | +31.1% | -68.8% | -50.0% |
| All | -10.8% | +72.2% | -83.0% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling