+155.6%
ECL vs DG
+102.6%
+53.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | -2.7% | -4.8% | +2.1% | -1.9% |
| 30D | -4.3% | +1.8% | -6.0% | -4.7% |
| 3M | +3.2% | +14.5% | -11.2% | +0.4% |
| 6M | -2.9% | -13.6% | +10.7% | -0.8% |
| YTD | +4.3% | -4.8% | +9.1% | +4.5% |
| 1Y | +1.6% | +21.6% | -19.9% | -3.1% |
| 3Y | +54.3% | +4.5% | +49.8% | +45.7% |
| 5Y | +26.5% | -38.5% | +64.9% | +36.8% |
| 10Y | +155.6% | +102.2% | +53.4% | +112.0% |
| All | +155.6% | +102.6% | +53.0% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling