+12,781.7%
ECL vs DD
+961.9%
+11,819.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -2.6% | -3.5% | +0.9% | -1.3% |
| 30D | -2.2% | -10.3% | +8.1% | +1.7% |
| 3M | +10.1% | -7.5% | +17.7% | +13.0% |
| 6M | -5.7% | -8.0% | +2.3% | -3.4% |
| YTD | +7.0% | +10.5% | -3.5% | +2.3% |
| 1Y | +2.7% | +38.3% | -35.6% | -10.0% |
| 3Y | +57.7% | +42.5% | +15.2% | +33.1% |
| 5Y | +31.1% | +60.2% | -29.0% | +4.9% |
| 10Y | +150.9% | +68.9% | +82.0% | +85.7% |
| All | +12,781.7% | +961.9% | +11,819.8% | +4,820.1% |
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