+14,053.0%
ECL vs DD
+1,166.0%
+12,887.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.6% |
| 7D | +0.4% | +2.2% | -1.8% | -0.4% |
| 30D | +8.6% | +20.7% | -12.1% | +1.1% |
| 3M | +7.9% | +11.3% | -3.4% | +3.3% |
| 6M | +21.0% | +6.0% | +15.1% | +17.6% |
| YTD | +17.5% | +31.7% | -14.2% | +5.1% |
| 1Y | +19.7% | +32.2% | -12.6% | +6.7% |
| 3Y | +77.4% | +92.7% | -15.3% | +33.8% |
| 5Y | +38.7% | +72.1% | -33.4% | +7.9% |
| 10Y | +193.5% | +99.7% | +93.8% | +103.8% |
| All | +14,053.0% | +1,166.0% | +12,887.0% | +4,953.3% |
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