+155.6%
ECL vs DD
+64.9%
+90.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.0% |
| 7D | -2.7% | -3.8% | +1.0% | -1.1% |
| 30D | -4.3% | -9.2% | +4.9% | -0.3% |
| 3M | +3.2% | -9.0% | +12.2% | +7.2% |
| 6M | -2.9% | -5.0% | +2.1% | -1.6% |
| YTD | +4.3% | +7.4% | -3.1% | -0.1% |
| 1Y | +1.6% | +35.1% | -33.5% | -12.6% |
| 3Y | +54.3% | +43.2% | +11.0% | +24.5% |
| 5Y | +26.5% | +59.6% | -33.2% | -5.1% |
| 10Y | +155.6% | +66.5% | +89.1% | +49.8% |
| All | +155.6% | +64.9% | +90.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling