+193.5%
ECL vs DG
+119.6%
+73.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.4% | +5.2% | -4.8% | -0.5% |
| 30D | +8.6% | +7.9% | +0.7% | +7.0% |
| 3M | +7.9% | +12.7% | -4.8% | +5.3% |
| 6M | +21.0% | +22.4% | -1.4% | +16.0% |
| YTD | +17.5% | +5.4% | +12.1% | +15.4% |
| 1Y | +19.7% | +39.4% | -19.7% | +11.1% |
| 3Y | +77.4% | +24.1% | +53.3% | +61.3% |
| 5Y | +38.7% | -32.2% | +70.9% | +47.3% |
| 10Y | +193.5% | +111.8% | +81.7% | +149.3% |
| All | +193.5% | +119.6% | +73.9% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling