+14,085.9%
ECL vs DD
+1,151.9%
+12,933.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | -0.1% |
| 7D | -0.5% | +9.8% | -10.3% | -4.1% |
| 30D | +8.8% | +19.3% | -10.5% | +1.7% |
| 3M | +7.8% | +9.4% | -1.5% | +3.9% |
| 6M | +21.3% | +4.8% | +16.5% | +18.4% |
| YTD | +17.8% | +30.2% | -12.5% | +5.7% |
| 1Y | +21.1% | +32.2% | -11.2% | +8.0% |
| 3Y | +80.1% | +93.1% | -13.0% | +35.7% |
| 5Y | +40.5% | +68.0% | -27.5% | +10.3% |
| 10Y | +197.7% | +98.5% | +99.3% | +107.2% |
| All | +14,085.9% | +1,151.9% | +12,933.9% | +4,985.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling