+12,781.7%
ECL vs D
+2,347.4%
+10,434.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | -2.2% | -3.6% | +1.4% | -0.7% |
| 3M | +10.1% | -1.0% | +11.1% | +10.5% |
| 6M | -5.7% | +6.3% | -12.0% | -8.6% |
| YTD | +7.0% | +14.7% | -7.7% | +0.3% |
| 1Y | +2.7% | +16.9% | -14.3% | -4.8% |
| 3Y | +57.7% | +56.8% | +0.9% | +26.0% |
| 5Y | +31.1% | +5.2% | +25.9% | +23.7% |
| 10Y | +150.9% | +35.9% | +115.0% | +106.9% |
| All | +12,781.7% | +2,347.4% | +10,434.3% | +2,813.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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